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 | 0.30% | 100.40 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,254 CHF | 502,754 CHF | 99.36% | 99.36% |
19/11/2024 | 0.30% | 100.20 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,005 CHF | 501,505 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 100.40 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,081 CHF | 503,581 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 100.50 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,795 CHF | 504,295 CHF | 100.00% | 100.00% |
14/11/2024 | 0.30% | 100.50 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,188 CHF | 503,688 CHF | 99.10% | 99.10% |
13/11/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,585 CHF | 501,085 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 100.00 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,869 CHF | 502,369 CHF | 100.00% | 100.00% |
11/11/2024 | 0.30% | 100.20 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,542 CHF | 502,042 CHF | 100.00% | 100.00% |
08/11/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,541 CHF | 501,041 CHF | 100.00% | 100.00% |
07/11/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,264 CHF | 501,764 CHF | 99.23% | 99.23% |