Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.30% | 100.40 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,958 CHF | 502,458 CHF | 99.37% | 99.37% |
19/11/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,228 CHF | 500,728 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,479 CHF | 501,979 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 100.00 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,709 CHF | 502,209 CHF | 100.00% | 100.00% |
14/11/2024 | 0.30% | 100.70 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,210 CHF | 504,710 CHF | 99.10% | 99.10% |
13/11/2024 | 0.30% | 100.80 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,197 CHF | 505,697 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,982 CHF | 506,482 CHF | 100.00% | 100.00% |
11/11/2024 | 0.30% | 101.10 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,027 CHF | 507,527 CHF | 100.00% | 100.00% |
08/11/2024 | 0.30% | 101.20 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,891 CHF | 507,391 CHF | 99.80% | 99.80% |
07/11/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,420 CHF | 507,920 CHF | 99.23% | 99.23% |