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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,239 CHF | 504,739 CHF | 99.17% | 99.17% |
22/11/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,735 CHF | 503,235 CHF | 99.17% | 99.17% |
20/11/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,439 CHF | 502,939 CHF | 99.17% | 99.17% |
19/11/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,675 CHF | 502,175 CHF | 99.17% | 99.17% |
18/11/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,230 CHF | 503,730 CHF | 99.19% | 99.19% |
15/11/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,297 CHF | 503,797 CHF | 99.17% | 99.17% |
14/11/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,166 CHF | 502,666 CHF | 99.16% | 99.16% |
13/11/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,464 CHF | 501,964 CHF | 99.17% | 99.17% |
12/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,812 CHF | 501,312 CHF | 99.17% | 99.17% |
11/11/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,254 CHF | 505,754 CHF | 99.17% | 99.17% |