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% | 101.08 % | 101.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,440 CHF | 507,940 CHF | 100.00% | 100.00% |
19/11/2024 | 0.49% | 101.08 % | 101.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,409 CHF | 507,909 CHF | 89.38% | 89.38% |
18/11/2024 | 0.49% | 101.08 % | 101.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,380 CHF | 507,880 CHF | 99.68% | 99.68% |
15/11/2024 | 0.49% | 101.07 % | 101.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,398 CHF | 507,898 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 101.08 % | 101.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,400 CHF | 507,900 CHF | 100.00% | 100.00% |
13/11/2024 | 0.49% | 101.07 % | 101.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,315 CHF | 507,815 CHF | 100.00% | 100.00% |
12/11/2024 | 0.49% | 101.06 % | 101.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,311 CHF | 507,811 CHF | 98.75% | 98.75% |
11/11/2024 | 0.49% | 101.06 % | 101.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,298 CHF | 507,798 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 101.06 % | 101.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,253 CHF | 507,753 CHF | 99.84% | 99.84% |
07/11/2024 | 0.49% | 101.06 % | 101.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,298 CHF | 507,798 CHF | 100.00% | 100.00% |