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% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,864 CHF | 502,364 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,747 CHF | 497,247 CHF | 99.37% | 99.37% |
18/11/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,237 CHF | 499,737 CHF | 99.37% | 99.37% |
15/11/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,568 CHF | 501,068 CHF | 99.38% | 99.38% |
14/11/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,272 CHF | 503,772 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,469 CHF | 503,969 CHF | 99.38% | 99.38% |
12/11/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,515 CHF | 505,015 CHF | 99.38% | 99.38% |
11/11/2024 | 0.49% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,224 CHF | 506,724 CHF | 99.37% | 99.37% |
08/11/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,830 CHF | 507,330 CHF | 99.25% | 99.25% |
07/11/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,102 CHF | 506,602 CHF | 98.80% | 98.80% |