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% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,540 CHF | 506,040 CHF | 99.17% | 99.17% |
19/11/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,083 CHF | 505,583 CHF | 99.17% | 99.17% |
18/11/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,317 CHF | 505,817 CHF | 99.19% | 99.19% |
15/11/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,269 CHF | 505,769 CHF | 99.17% | 99.17% |
14/11/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,174 CHF | 505,674 CHF | 99.13% | 99.13% |
13/11/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,844 CHF | 505,344 CHF | 99.17% | 99.17% |
12/11/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,342 CHF | 504,842 CHF | 99.17% | 99.17% |
11/11/2024 | 0.49% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,844 CHF | 506,344 CHF | 99.17% | 99.17% |
08/11/2024 | 0.50% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,744 CHF | 506,244 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,678 CHF | 506,178 CHF | 99.06% | 99.06% |