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% | 98.95 % | 99.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,567 CHF | 498,067 CHF | 99.17% | 99.17% |
19/11/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,751 CHF | 498,251 CHF | 99.17% | 99.17% |
18/11/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,211 CHF | 499,711 CHF | 99.19% | 99.19% |
15/11/2024 | 0.50% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,022 CHF | 500,522 CHF | 99.17% | 99.17% |
14/11/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,989 CHF | 500,489 CHF | 99.16% | 99.16% |
13/11/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,107 CHF | 499,607 CHF | 99.17% | 99.17% |
12/11/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,976 CHF | 500,476 CHF | 99.17% | 99.17% |
11/11/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,822 CHF | 502,322 CHF | 99.17% | 99.17% |
08/11/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,466 CHF | 501,966 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,312 CHF | 503,812 CHF | 99.09% | 99.09% |