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% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,078 CHF | 502,578 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,822 CHF | 500,322 CHF | 99.37% | 99.37% |
18/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,852 CHF | 501,352 CHF | 99.37% | 99.37% |
15/11/2024 | 0.50% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,780 CHF | 498,280 CHF | 99.38% | 99.38% |
14/11/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,552 CHF | 498,052 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,815 CHF | 500,315 CHF | 99.38% | 99.38% |
12/11/2024 | 0.50% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,600 CHF | 499,100 CHF | 99.38% | 99.38% |
11/11/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,981 CHF | 502,481 CHF | 99.38% | 99.38% |
08/11/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,234 CHF | 501,734 CHF | 99.35% | 99.35% |
07/11/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,946 CHF | 503,446 CHF | 98.79% | 98.79% |