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% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,482 CHF | 503,982 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,592 CHF | 498,092 CHF | 99.37% | 99.37% |
18/11/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,599 CHF | 501,099 CHF | 98.90% | 98.90% |
15/11/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,073 CHF | 502,573 CHF | 99.35% | 99.35% |
14/11/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,636 CHF | 500,136 CHF | 99.38% | 99.38% |
13/11/2024 | 0.51% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,039 CHF | 495,539 CHF | 65.05% | 65.05% |
12/11/2024 | 0.50% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,298 CHF | 498,798 CHF | 99.15% | 99.15% |
11/11/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,791 CHF | 499,291 CHF | 99.37% | 99.37% |
08/11/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,690 CHF | 498,190 CHF | 99.38% | 99.38% |
07/11/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,445 CHF | 499,945 CHF | 98.56% | 98.56% |