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% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,793 CHF | 500,293 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,261 CHF | 502,761 CHF | 99.37% | 99.37% |
18/11/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,625 CHF | 506,125 CHF | 99.37% | 99.37% |
15/11/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,406 CHF | 506,906 CHF | 99.38% | 99.38% |
14/11/2024 | 0.49% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,550 CHF | 512,050 CHF | 99.38% | 99.38% |
13/11/2024 | 0.49% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,099 CHF | 513,599 CHF | 99.10% | 99.10% |
12/11/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,412 CHF | 514,912 CHF | 99.38% | 99.38% |
11/11/2024 | 0.49% | 102.55 % | 103.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,605 CHF | 515,105 CHF | 99.37% | 99.37% |
08/11/2024 | 0.49% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,232 CHF | 513,732 CHF | 99.35% | 99.35% |
07/11/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,550 CHF | 514,050 CHF | 98.79% | 98.79% |