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% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,515 CHF | 502,015 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,112 CHF | 501,612 CHF | 99.37% | 99.37% |
18/11/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 499,978 | 500,000 | 499,629 CHF | 502,150 CHF | 98.94% | 98.94% |
15/11/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,654 CHF | 502,154 CHF | 99.36% | 99.36% |
14/11/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,854 CHF | 502,354 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,059 CHF | 502,559 CHF | 65.04% | 65.04% |
12/11/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,821 CHF | 502,321 CHF | 99.16% | 99.16% |
11/11/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,957 CHF | 502,457 CHF | 99.37% | 99.37% |
08/11/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,796 CHF | 502,296 CHF | 99.37% | 99.37% |
07/11/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 499,988 | 500,000 | 500,114 CHF | 502,627 CHF | 98.57% | 98.57% |