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 | 0.59% | 101.57 % | 102.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,573 CHF | 511,573 CHF | 100.00% | 100.00% |
19/11/2024 | 0.59% | 101.60 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,678 CHF | 510,678 CHF | 89.36% | 89.36% |
18/11/2024 | 0.59% | 101.80 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,710 CHF | 511,710 CHF | 99.66% | 99.66% |
15/11/2024 | 0.59% | 101.39 % | 101.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,001 CHF | 511,001 CHF | 100.00% | 100.00% |
14/11/2024 | 0.59% | 101.75 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,322 CHF | 511,322 CHF | 100.00% | 100.00% |
13/11/2024 | 0.59% | 101.46 % | 102.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,755 CHF | 510,755 CHF | 100.00% | 100.00% |
12/11/2024 | 0.59% | 101.72 % | 102.32 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,393 CHF | 512,393 CHF | 98.72% | 98.72% |
11/11/2024 | 0.59% | 102.13 % | 102.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,470 CHF | 513,470 CHF | 100.00% | 100.00% |
08/11/2024 | 0.59% | 101.66 % | 102.26 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,269 CHF | 511,269 CHF | 99.83% | 99.83% |
07/11/2024 | 0.59% | 101.65 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,166 CHF | 512,166 CHF | 100.00% | 100.00% |