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 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,888 CHF | 503,888 CHF | 100.00% | 100.00% |
19/11/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,004 CHF | 498,004 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,570 CHF | 496,570 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,227 CHF | 497,227 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,033 CHF | 503,033 CHF | 99.10% | 99.10% |
13/11/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,098 CHF | 508,098 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,407 CHF | 511,407 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,771 CHF | 503,771 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.40 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,540 CHF | 497,540 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,005 CHF | 504,005 CHF | 99.24% | 99.24% |