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% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,200 CHF | 505,700 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,140 CHF | 504,640 CHF | 99.38% | 99.38% |
18/11/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,731 CHF | 505,231 CHF | 99.38% | 99.38% |
15/11/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,170 CHF | 505,670 CHF | 99.38% | 99.38% |
14/11/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,457 CHF | 504,957 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,608 CHF | 505,108 CHF | 99.38% | 99.38% |
12/11/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,504 CHF | 506,004 CHF | 99.38% | 99.38% |
11/11/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,775 CHF | 507,275 CHF | 99.37% | 99.37% |
08/11/2024 | 0.49% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,973 CHF | 506,473 CHF | 99.35% | 99.35% |
07/11/2024 | 0.49% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,229 CHF | 506,729 CHF | 98.80% | 98.80% |