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 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,338 CHF | 504,838 CHF | 99.37% | 99.37% |
19/11/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,011 CHF | 504,511 CHF | 100.00% | 100.00% |
18/11/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,708 CHF | 504,208 CHF | 100.00% | 100.00% |
15/11/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,528 CHF | 505,028 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,158 CHF | 506,658 CHF | 99.10% | 99.10% |
13/11/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,583 CHF | 503,083 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,951 CHF | 503,451 CHF | 100.00% | 100.00% |
11/11/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,280 CHF | 504,780 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,405 CHF | 503,905 CHF | 100.00% | 100.00% |
07/11/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,731 CHF | 509,231 CHF | 99.23% | 99.23% |