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 | 0.57% | 103.94 % | 104.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,882 CHF | 523,882 CHF | 100.00% | 100.00% |
19/11/2024 | 0.58% | 103.99 % | 104.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,556 CHF | 522,556 CHF | 89.36% | 89.36% |
18/11/2024 | 0.57% | 104.25 % | 104.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,894 CHF | 523,894 CHF | 99.66% | 99.66% |
15/11/2024 | 0.58% | 103.74 % | 104.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,060 CHF | 523,060 CHF | 100.00% | 100.00% |
14/11/2024 | 0.57% | 104.21 % | 104.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,648 CHF | 523,648 CHF | 100.00% | 100.00% |
13/11/2024 | 0.58% | 103.88 % | 104.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,999 CHF | 522,999 CHF | 100.00% | 100.00% |
12/11/2024 | 0.57% | 104.24 % | 104.84 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,153 CHF | 525,153 CHF | 98.72% | 98.72% |
11/11/2024 | 0.57% | 104.74 % | 105.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,624 CHF | 526,624 CHF | 100.00% | 100.00% |
08/11/2024 | 0.57% | 104.18 % | 104.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,810 CHF | 523,810 CHF | 99.83% | 99.83% |
07/11/2024 | 0.57% | 104.10 % | 104.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,652 CHF | 524,652 CHF | 100.00% | 100.00% |