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% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,631 CHF | 503,131 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,248 CHF | 502,748 CHF | 99.38% | 99.38% |
18/11/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,597 CHF | 503,097 CHF | 98.94% | 98.94% |
15/11/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,095 CHF | 502,595 CHF | 99.36% | 99.36% |
14/11/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,670 CHF | 505,170 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,570 CHF | 505,070 CHF | 65.04% | 65.04% |
12/11/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,631 CHF | 505,131 CHF | 99.16% | 99.16% |
11/11/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,928 CHF | 505,428 CHF | 99.38% | 99.38% |
08/11/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,583 CHF | 505,083 CHF | 99.37% | 99.37% |
07/11/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,157 CHF | 504,657 CHF | 98.56% | 98.56% |