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 | 0.94% | 106.04 % | 107.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,581 CHF | 535,581 CHF | 100.00% | 100.00% |
19/11/2024 | 0.94% | 106.03 % | 107.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,729 CHF | 534,729 CHF | 89.36% | 89.36% |
18/11/2024 | 0.94% | 105.96 % | 106.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,224 CHF | 534,224 CHF | 99.66% | 99.66% |
15/11/2024 | 0.94% | 105.88 % | 106.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,329 CHF | 535,329 CHF | 100.00% | 100.00% |
14/11/2024 | 0.94% | 106.28 % | 107.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,502 CHF | 535,502 CHF | 100.00% | 100.00% |
13/11/2024 | 0.94% | 105.86 % | 106.86 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,232 CHF | 534,232 CHF | 100.00% | 100.00% |
12/11/2024 | 0.94% | 106.15 % | 107.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,221 CHF | 537,221 CHF | 98.71% | 98.71% |
11/11/2024 | 0.93% | 106.63 % | 107.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,453 CHF | 538,453 CHF | 100.00% | 100.00% |
08/11/2024 | 0.94% | 106.16 % | 107.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,900 CHF | 535,900 CHF | 99.83% | 99.83% |
07/11/2024 | 0.94% | 106.36 % | 107.36 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,119 CHF | 537,119 CHF | 100.00% | 100.00% |