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 | 0.49% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,978 CHF | 506,478 CHF | 99.17% | 99.17% |
19/11/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,511 CHF | 506,011 CHF | 99.17% | 99.17% |
18/11/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,531 CHF | 504,031 CHF | 99.20% | 99.20% |
15/11/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,512 CHF | 504,012 CHF | 99.17% | 99.17% |
14/11/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,321 CHF | 503,821 CHF | 99.16% | 99.16% |
13/11/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,718 CHF | 502,218 CHF | 99.17% | 99.17% |
12/11/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,513 CHF | 504,013 CHF | 99.17% | 99.17% |
11/11/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,261 CHF | 502,761 CHF | 99.17% | 99.17% |
08/11/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,187 CHF | 499,687 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,688 CHF | 499,188 CHF | 99.09% | 99.09% |