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 | 1.26% | 102.09 % | 103.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,097 CHF | 517,597 CHF | 100.00% | 100.00% |
19/11/2024 | 1.27% | 102.10 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,466 CHF | 516,966 CHF | 89.36% | 89.36% |
18/11/2024 | 1.26% | 102.38 % | 103.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,522 CHF | 518,022 CHF | 99.66% | 99.66% |
15/11/2024 | 1.26% | 102.34 % | 103.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,500 CHF | 519,000 CHF | 100.00% | 100.00% |
14/11/2024 | 1.26% | 102.84 % | 104.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,852 CHF | 520,352 CHF | 100.00% | 100.00% |
13/11/2024 | 1.26% | 102.73 % | 104.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,341 CHF | 519,841 CHF | 100.00% | 100.00% |
12/11/2024 | 1.25% | 102.77 % | 104.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,974 CHF | 521,474 CHF | 98.71% | 98.71% |
11/11/2024 | 1.25% | 103.34 % | 104.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,709 CHF | 523,209 CHF | 100.00% | 100.00% |
08/11/2024 | 1.25% | 102.94 % | 104.24 % | 500,000 | 500,000 | 500,000 | 499,966 | 515,060 CHF | 521,524 CHF | 99.85% | 99.85% |
07/11/2024 | 1.25% | 103.34 % | 104.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,972 CHF | 523,472 CHF | 100.00% | 100.00% |