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% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,320 CHF | 504,820 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,880 CHF | 503,380 CHF | 99.38% | 99.38% |
18/11/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,784 CHF | 501,284 CHF | 99.38% | 99.38% |
15/11/2024 | 0.50% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,543 CHF | 504,043 CHF | 99.38% | 99.38% |
14/11/2024 | 0.49% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,128 CHF | 508,628 CHF | 99.38% | 99.38% |
13/11/2024 | 0.49% | 102.50 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,489 CHF | 513,989 CHF | 99.38% | 99.38% |
12/11/2024 | 0.49% | 102.95 % | 103.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,032 CHF | 515,532 CHF | 99.38% | 99.38% |
11/11/2024 | 0.49% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,368 CHF | 509,868 CHF | 99.37% | 99.37% |
08/11/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,227 CHF | 508,727 CHF | 99.35% | 99.35% |
07/11/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,375 CHF | 510,875 CHF | 98.80% | 98.80% |