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% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,451 CHF | 505,951 CHF | 99.17% | 99.17% |
19/11/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,749 CHF | 505,249 CHF | 99.17% | 99.17% |
18/11/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,211 CHF | 505,711 CHF | 99.19% | 99.19% |
15/11/2024 | 0.50% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,230 CHF | 505,730 CHF | 99.17% | 99.17% |
14/11/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,572 CHF | 505,072 CHF | 99.16% | 99.16% |
13/11/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,517 CHF | 504,017 CHF | 99.17% | 99.17% |
12/11/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,670 CHF | 503,170 CHF | 99.17% | 99.17% |
11/11/2024 | 0.49% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,296 CHF | 506,796 CHF | 99.17% | 99.17% |
08/11/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,191 CHF | 506,691 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,741 CHF | 506,241 CHF | 99.09% | 99.09% |