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% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,864 CHF | 505,364 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,024 CHF | 501,524 CHF | 99.37% | 99.37% |
18/11/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,099 CHF | 502,599 CHF | 98.95% | 98.95% |
15/11/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,697 CHF | 503,197 CHF | 99.36% | 99.36% |
14/11/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,455 CHF | 503,955 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,604 CHF | 502,104 CHF | 65.04% | 65.04% |
12/11/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,051 CHF | 503,551 CHF | 99.16% | 99.16% |
11/11/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,148 CHF | 504,648 CHF | 99.37% | 99.37% |
08/11/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,191 CHF | 504,691 CHF | 99.37% | 99.37% |
07/11/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,673 CHF | 505,173 CHF | 98.56% | 98.56% |