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 | 504,596 CHF | 507,096 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,390 CHF | 503,890 CHF | 99.37% | 99.37% |
18/11/2024 | 0.49% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,436 CHF | 506,936 CHF | 98.93% | 98.93% |
15/11/2024 | 0.49% | 101.15 % | 101.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,831 CHF | 508,331 CHF | 99.36% | 99.36% |
14/11/2024 | 0.49% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,235 CHF | 506,735 CHF | 99.37% | 99.37% |
13/11/2024 | 0.49% | 101.15 % | 101.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,462 CHF | 506,962 CHF | 65.04% | 65.04% |
12/11/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,052 CHF | 507,552 CHF | 99.16% | 99.16% |
11/11/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,546 CHF | 509,046 CHF | 99.38% | 99.38% |
08/11/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,163 CHF | 507,663 CHF | 99.37% | 99.37% |
07/11/2024 | 0.49% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,175 CHF | 506,675 CHF | 98.56% | 98.56% |