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% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,522 CHF | 501,022 CHF | 99.17% | 99.17% |
19/11/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,295 CHF | 499,795 CHF | 99.17% | 99.17% |
18/11/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,655 CHF | 497,155 CHF | 99.19% | 99.19% |
15/11/2024 | 0.50% | 98.95 % | 99.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,631 CHF | 498,131 CHF | 99.17% | 99.17% |
14/11/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,263 CHF | 496,763 CHF | 99.16% | 99.16% |
13/11/2024 | 0.51% | 98.45 % | 98.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,081 CHF | 494,581 CHF | 99.17% | 99.17% |
12/11/2024 | 0.50% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,269 CHF | 497,769 CHF | 99.17% | 99.17% |
11/11/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,385 CHF | 501,885 CHF | 99.17% | 99.17% |
08/11/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,294 CHF | 500,794 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,639 CHF | 501,139 CHF | 99.09% | 99.09% |