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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,935 CHF | 510,435 CHF | 99.37% | 99.37% |
20/11/2024 | 0.49% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,116 CHF | 506,616 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,875 CHF | 505,375 CHF | 99.38% | 99.38% |
18/11/2024 | 0.50% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,267 CHF | 505,767 CHF | 99.37% | 99.37% |
15/11/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,292 CHF | 505,792 CHF | 99.38% | 99.38% |
14/11/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,431 CHF | 503,931 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,851 CHF | 502,351 CHF | 99.38% | 99.38% |
12/11/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,858 CHF | 502,358 CHF | 99.38% | 99.38% |
11/11/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,767 CHF | 505,267 CHF | 99.37% | 99.37% |
08/11/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,737 CHF | 502,237 CHF | 99.34% | 99.34% |