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 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,140 CHF | 508,640 CHF | 100.00% | 100.00% |
19/11/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,960 CHF | 507,460 CHF | 100.00% | 100.00% |
18/11/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,394 CHF | 507,894 CHF | 100.00% | 100.00% |
15/11/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,793 CHF | 508,293 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,076 CHF | 509,576 CHF | 100.00% | 100.00% |
13/11/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,605 CHF | 509,105 CHF | 100.00% | 100.00% |
12/11/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,998 CHF | 507,498 CHF | 98.22% | 98.22% |
11/11/2024 | 0.49% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,405 CHF | 506,905 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,183 CHF | 509,683 CHF | 98.73% | 98.73% |
07/11/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,270 CHF | 510,770 CHF | 40.72% | 40.72% |