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 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,214 CHF | 504,714 CHF | 99.37% | 99.37% |
19/11/2024 | 0.30% | 100.20 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,668 CHF | 503,168 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,593 CHF | 504,093 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 100.70 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,768 CHF | 505,268 CHF | 100.00% | 100.00% |
14/11/2024 | 0.30% | 101.00 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,186 CHF | 505,686 CHF | 99.10% | 99.10% |
13/11/2024 | 0.30% | 100.50 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,288 CHF | 502,788 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,076 CHF | 505,576 CHF | 100.00% | 100.00% |
11/11/2024 | 0.30% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,392 CHF | 505,892 CHF | 100.00% | 100.00% |
08/11/2024 | 0.30% | 100.80 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,899 CHF | 505,399 CHF | 100.00% | 100.00% |
07/11/2024 | 0.30% | 100.70 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,351 CHF | 504,851 CHF | 99.23% | 99.23% |