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% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,085 CHF | 501,585 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,019 CHF | 501,519 CHF | 99.38% | 99.38% |
18/11/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,201 CHF | 501,701 CHF | 99.38% | 99.38% |
15/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,996 CHF | 501,496 CHF | 99.38% | 99.38% |
14/11/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,841 CHF | 501,341 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,784 CHF | 501,284 CHF | 99.38% | 99.38% |
12/11/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,834 CHF | 501,334 CHF | 99.38% | 99.38% |
11/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,042 CHF | 501,542 CHF | 99.38% | 99.38% |
08/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,900 CHF | 501,400 CHF | 99.35% | 99.35% |
07/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,036 CHF | 501,536 CHF | 98.77% | 98.77% |