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 | 499,530 CHF | 502,030 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,343 CHF | 501,843 CHF | 99.38% | 99.38% |
18/11/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,923 CHF | 502,423 CHF | 99.37% | 99.37% |
15/11/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,754 CHF | 502,254 CHF | 99.38% | 99.38% |
14/11/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,532 CHF | 503,032 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,771 CHF | 503,271 CHF | 99.38% | 99.38% |
12/11/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,535 CHF | 504,035 CHF | 99.38% | 99.38% |
11/11/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,384 CHF | 503,884 CHF | 99.37% | 99.37% |
08/11/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,712 CHF | 503,212 CHF | 99.35% | 99.35% |
07/11/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,998 CHF | 503,498 CHF | 98.80% | 98.80% |