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 | 0.96% | 103.26 % | 104.26 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,035 CHF | 522,035 CHF | 99.99% | 99.99% |
19/11/2024 | 0.96% | 103.25 % | 104.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,175 CHF | 521,175 CHF | 89.37% | 89.37% |
18/11/2024 | 0.96% | 103.58 % | 104.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,478 CHF | 522,478 CHF | 99.67% | 99.67% |
15/11/2024 | 0.96% | 103.51 % | 104.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,493 CHF | 523,493 CHF | 100.00% | 100.00% |
14/11/2024 | 0.96% | 104.08 % | 105.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,873 CHF | 524,873 CHF | 100.00% | 100.00% |
13/11/2024 | 0.96% | 103.90 % | 104.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,162 CHF | 524,162 CHF | 100.00% | 100.00% |
12/11/2024 | 0.96% | 103.93 % | 104.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,979 CHF | 525,979 CHF | 98.72% | 98.72% |
11/11/2024 | 0.95% | 104.58 % | 105.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,915 CHF | 527,915 CHF | 100.00% | 100.00% |
08/11/2024 | 0.95% | 104.14 % | 105.14 % | 500,000 | 500,000 | 500,000 | 499,874 | 521,547 CHF | 526,415 CHF | 16.84% | 16.84% |
07/11/2024 | 0.95% | 104.60 % | 105.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,300 CHF | 528,300 CHF | 100.00% | 100.00% |