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% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,595 CHF | 505,095 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,434 CHF | 504,934 CHF | 99.37% | 99.37% |
18/11/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,754 CHF | 505,254 CHF | 98.94% | 98.94% |
15/11/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,877 CHF | 505,377 CHF | 99.36% | 99.36% |
14/11/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,998 CHF | 505,498 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,269 CHF | 505,769 CHF | 65.04% | 65.04% |
12/11/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,213 CHF | 505,713 CHF | 99.16% | 99.16% |
11/11/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,341 CHF | 505,841 CHF | 99.37% | 99.37% |
08/11/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,250 CHF | 505,750 CHF | 99.37% | 99.37% |
07/11/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,475 CHF | 505,975 CHF | 98.56% | 98.56% |