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% | 102.01 % | 102.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,326 CHF | 512,826 CHF | 100.00% | 100.00% |
19/11/2024 | 0.49% | 101.92 % | 102.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,167 CHF | 511,667 CHF | 89.37% | 89.37% |
18/11/2024 | 0.49% | 101.87 % | 102.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,186 CHF | 511,686 CHF | 99.66% | 99.66% |
15/11/2024 | 0.49% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,706 CHF | 512,206 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 102.31 % | 102.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,276 CHF | 513,776 CHF | 100.00% | 100.00% |
13/11/2024 | 0.49% | 102.11 % | 102.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,354 CHF | 512,854 CHF | 100.00% | 100.00% |
12/11/2024 | 0.49% | 102.18 % | 102.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,218 CHF | 513,718 CHF | 98.73% | 98.73% |
11/11/2024 | 0.49% | 102.33 % | 102.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,944 CHF | 514,444 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 102.28 % | 102.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,308 CHF | 513,808 CHF | 99.83% | 99.83% |
07/11/2024 | 0.49% | 102.27 % | 102.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,222 CHF | 513,722 CHF | 100.00% | 100.00% |