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 | 0.47% | 105.46 % | 105.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,753 CHF | 530,253 CHF | 100.00% | 100.00% |
19/11/2024 | 0.47% | 105.44 % | 105.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,027 CHF | 529,527 CHF | 89.37% | 89.37% |
18/11/2024 | 0.47% | 105.45 % | 105.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,431 CHF | 529,931 CHF | 99.67% | 99.67% |
15/11/2024 | 0.47% | 105.35 % | 105.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,118 CHF | 529,618 CHF | 100.00% | 100.00% |
14/11/2024 | 0.47% | 105.44 % | 105.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,818 CHF | 529,318 CHF | 100.00% | 100.00% |
13/11/2024 | 0.47% | 105.16 % | 105.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,793 CHF | 528,293 CHF | 100.00% | 100.00% |
12/11/2024 | 0.47% | 105.22 % | 105.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,522 CHF | 529,022 CHF | 98.71% | 98.71% |
11/11/2024 | 0.47% | 105.41 % | 105.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,083 CHF | 529,583 CHF | 100.00% | 100.00% |
08/11/2024 | 0.47% | 105.33 % | 105.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,787 CHF | 529,287 CHF | 99.82% | 99.82% |
07/11/2024 | 0.47% | 105.34 % | 105.84 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,986 CHF | 529,486 CHF | 100.00% | 100.00% |