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% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,567 CHF | 499,067 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,553 CHF | 499,053 CHF | 99.38% | 99.38% |
18/11/2024 | 0.50% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,503 CHF | 499,003 CHF | 98.95% | 98.95% |
15/11/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,513 CHF | 498,013 CHF | 99.36% | 99.36% |
14/11/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,928 CHF | 498,428 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,769 CHF | 498,269 CHF | 65.04% | 65.04% |
12/11/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,406 CHF | 499,906 CHF | 99.16% | 99.16% |
11/11/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,718 CHF | 500,218 CHF | 99.37% | 99.37% |
08/11/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,712 CHF | 499,212 CHF | 99.38% | 99.38% |
07/11/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,406 CHF | 498,906 CHF | 98.56% | 98.56% |