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 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,104 CHF | 505,653 CHF | 99.37% | 99.37% |
19/11/2024 | 0.31% | 99.70 % | 100.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,405 CHF | 500,955 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,127 CHF | 502,677 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,670 CHF | 502,218 CHF | 99.04% | 99.04% |
14/11/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,534 CHF | 503,084 CHF | 99.10% | 99.10% |
13/11/2024 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,198 CHF | 499,748 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 99.70 % | 100.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,154 CHF | 501,704 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,487 CHF | 502,037 CHF | 100.00% | 100.00% |
08/11/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,567 CHF | 502,117 CHF | 100.00% | 100.00% |
07/11/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,335 CHF | 502,885 CHF | 99.23% | 99.23% |