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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,568 CHF | 504,068 CHF | 99.37% | 99.37% |
20/11/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,231 CHF | 503,731 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,928 CHF | 503,428 CHF | 99.38% | 99.38% |
18/11/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,142 CHF | 503,642 CHF | 99.37% | 99.37% |
15/11/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,930 CHF | 503,430 CHF | 99.38% | 99.38% |
14/11/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,478 CHF | 502,978 CHF | 99.37% | 99.37% |
13/11/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,262 CHF | 502,762 CHF | 99.38% | 99.38% |
12/11/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,395 CHF | 502,895 CHF | 99.38% | 99.38% |
11/11/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,994 CHF | 503,494 CHF | 99.37% | 99.37% |
08/11/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,164 CHF | 502,664 CHF | 99.35% | 99.35% |