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 | 502,890 CHF | 505,390 CHF | 99.17% | 99.17% |
19/11/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,614 CHF | 503,114 CHF | 99.17% | 99.17% |
18/11/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,891 CHF | 505,391 CHF | 99.20% | 99.20% |
15/11/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,137 CHF | 507,637 CHF | 99.17% | 99.17% |
14/11/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,137 CHF | 508,637 CHF | 99.16% | 99.16% |
13/11/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,711 CHF | 507,211 CHF | 99.17% | 99.17% |
12/11/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,188 CHF | 509,688 CHF | 99.17% | 99.17% |
11/11/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,336 CHF | 510,836 CHF | 99.17% | 99.17% |
08/11/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,479 CHF | 508,979 CHF | 99.17% | 99.17% |
07/11/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,153 CHF | 509,653 CHF | 99.08% | 99.08% |