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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/11/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,281 CHF | 502,781 CHF | 99.90% | 99.90% |
06/11/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,671 CHF | 503,171 CHF | 100.00% | 100.00% |
05/11/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,919 CHF | 503,419 CHF | 100.00% | 100.00% |
04/11/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,973 CHF | 503,473 CHF | 100.00% | 100.00% |
01/11/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,050 CHF | 503,550 CHF | 100.00% | 100.00% |
31/10/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,769 CHF | 503,269 CHF | 100.00% | 100.00% |
30/10/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,444 CHF | 503,944 CHF | 99.93% | 99.93% |
29/10/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,789 CHF | 504,289 CHF | 100.00% | 100.00% |
28/10/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,889 CHF | 504,389 CHF | 92.79% | 92.79% |
25/10/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,773 CHF | 504,273 CHF | 100.00% | 100.00% |