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% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,078 CHF | 499,578 CHF | 99.17% | 99.17% |
19/11/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,424 CHF | 498,924 CHF | 99.17% | 99.17% |
18/11/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,345 CHF | 499,845 CHF | 99.20% | 99.20% |
15/11/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,392 CHF | 499,892 CHF | 99.17% | 99.17% |
14/11/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,599 CHF | 499,099 CHF | 99.13% | 99.13% |
13/11/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,898 CHF | 498,398 CHF | 99.17% | 99.17% |
12/11/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,787 CHF | 498,287 CHF | 99.17% | 99.17% |
11/11/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,497 CHF | 500,997 CHF | 99.17% | 99.17% |
08/11/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,934 CHF | 499,434 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,779 CHF | 499,279 CHF | 99.06% | 99.06% |