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 | 0.40% | 100.30 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,212 CHF | 504,212 CHF | 100.00% | 100.00% |
19/11/2024 | 0.20% | 99.80 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,959 CHF | 499,959 CHF | 100.00% | 100.00% |
18/11/2024 | 0.20% | 100.30 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,883 CHF | 503,883 CHF | 100.00% | 100.00% |
15/11/2024 | 0.40% | 100.80 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,245 CHF | 505,245 CHF | 100.00% | 100.00% |
14/11/2024 | 0.40% | 100.70 % | 101.10 % | 500,000 | 500,000 | 499,033 | 499,033 | 502,027 CHF | 504,024 CHF | 100.00% | 100.00% |
13/11/2024 | 0.20% | 100.70 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,621 CHF | 503,621 CHF | 100.00% | 100.00% |
12/11/2024 | 0.20% | 100.60 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,123 CHF | 505,123 CHF | 100.00% | 100.00% |
11/11/2024 | 0.39% | 101.30 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,376 CHF | 508,376 CHF | 100.00% | 100.00% |
08/11/2024 | 0.20% | 101.20 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,689 CHF | 506,689 CHF | 100.00% | 100.00% |
07/11/2024 | 0.20% | 101.40 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,034 CHF | 508,034 CHF | 100.00% | 100.00% |