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 | 0.96% | 103.25 % | 104.25 % | 500,000 | 500,000 | 499,978 | 500,000 | 516,997 CHF | 522,020 CHF | 99.99% | 99.99% |
19/11/2024 | 0.96% | 103.24 % | 104.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,152 CHF | 521,152 CHF | 89.37% | 89.37% |
18/11/2024 | 0.96% | 103.58 % | 104.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,477 CHF | 522,477 CHF | 99.67% | 99.67% |
15/11/2024 | 0.96% | 103.52 % | 104.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,475 CHF | 523,475 CHF | 100.00% | 100.00% |
14/11/2024 | 0.96% | 104.07 % | 105.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,764 CHF | 524,764 CHF | 100.00% | 100.00% |
13/11/2024 | 0.96% | 103.87 % | 104.87 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,041 CHF | 524,041 CHF | 100.00% | 100.00% |
12/11/2024 | 0.96% | 103.90 % | 104.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,851 CHF | 525,851 CHF | 98.72% | 98.72% |
11/11/2024 | 0.95% | 104.55 % | 105.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,804 CHF | 527,804 CHF | 100.00% | 100.00% |
08/11/2024 | 0.95% | 104.12 % | 105.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,463 CHF | 526,463 CHF | 16.84% | 16.84% |
07/11/2024 | 0.95% | 104.59 % | 105.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,292 CHF | 528,292 CHF | 100.00% | 100.00% |