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% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,337 CHF | 505,837 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,214 CHF | 504,714 CHF | 99.38% | 99.38% |
18/11/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,759 CHF | 505,259 CHF | 98.94% | 98.94% |
15/11/2024 | 0.49% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,784 CHF | 507,284 CHF | 99.34% | 99.34% |
14/11/2024 | 0.49% | 101.15 % | 101.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,877 CHF | 507,377 CHF | 99.37% | 99.37% |
13/11/2024 | 0.50% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,379 CHF | 505,879 CHF | 65.04% | 65.04% |
12/11/2024 | 0.49% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,842 CHF | 508,342 CHF | 99.15% | 99.15% |
11/11/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,483 CHF | 509,983 CHF | 99.37% | 99.37% |
08/11/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,931 CHF | 508,431 CHF | 99.37% | 99.37% |
07/11/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,565 CHF | 508,065 CHF | 98.56% | 98.56% |