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% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,959 CHF | 504,459 CHF | 100.00% | 100.00% |
19/11/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,343 CHF | 504,843 CHF | 100.00% | 100.00% |
18/11/2024 | 0.50% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,733 CHF | 505,233 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,607 CHF | 502,156 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,853 CHF | 500,353 CHF | 99.10% | 99.10% |
13/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,774 CHF | 501,274 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,423 CHF | 501,923 CHF | 100.00% | 100.00% |
11/11/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,113 CHF | 505,613 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 499,679 | 497,975 CHF | 500,153 CHF | 100.00% | 100.00% |
07/11/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 499,729 | 500,867 CHF | 503,095 CHF | 99.23% | 99.23% |