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 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,442 CHF | 502,991 CHF | 99.37% | 99.37% |
19/11/2024 | 0.31% | 100.50 % | 100.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,210 CHF | 503,760 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,634 CHF | 501,184 CHF | 100.00% | 100.00% |
15/11/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,993 CHF | 500,493 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,163 CHF | 504,713 CHF | 99.10% | 99.10% |
13/11/2024 | 0.31% | 99.80 % | 100.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,706 CHF | 500,256 CHF | 99.27% | 99.27% |
12/11/2024 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,235 CHF | 501,785 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,484 CHF | 506,034 CHF | 100.00% | 100.00% |
08/11/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,849 CHF | 503,399 CHF | 100.00% | 100.00% |
07/11/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,948 CHF | 506,498 CHF | 99.23% | 99.23% |