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 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,031 CHF | 504,531 CHF | 99.37% | 99.37% |
20/11/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,897 CHF | 501,397 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,814 CHF | 500,314 CHF | 99.38% | 99.38% |
18/11/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,112 CHF | 500,612 CHF | 99.37% | 99.37% |
15/11/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,971 CHF | 501,471 CHF | 99.38% | 99.38% |
14/11/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,330 CHF | 499,830 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,007 CHF | 498,507 CHF | 99.38% | 99.38% |
12/11/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,048 CHF | 498,548 CHF | 99.38% | 99.38% |
11/11/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,479 CHF | 500,979 CHF | 99.37% | 99.37% |
08/11/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,925 CHF | 498,425 CHF | 99.35% | 99.35% |