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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/11/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,175 CHF | 502,175 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,342 CHF | 505,342 CHF | 100.00% | 100.00% |
11/11/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,659 CHF | 509,659 CHF | 100.00% | 100.00% |
08/11/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,632 CHF | 506,632 CHF | 100.00% | 100.00% |
07/11/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,768 CHF | 508,768 CHF | 99.23% | 99.23% |
06/11/2024 | 0.79% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,210 CHF | 506,210 CHF | 100.00% | 100.00% |
05/11/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,940 CHF | 501,940 CHF | 99.71% | 99.71% |
04/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,537 CHF | 504,537 CHF | 99.32% | 99.32% |
31/10/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,999 CHF | 503,999 CHF | 100.00% | 100.00% |
30/10/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,325 CHF | 508,325 CHF | 99.58% | 99.58% |