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 | 0.48% | 104.20 % | 104.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,884 CHF | 524,384 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 104.18 % | 104.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,105 CHF | 523,605 CHF | 89.36% | 89.36% |
18/11/2024 | 0.48% | 104.33 % | 104.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,609 CHF | 524,109 CHF | 99.68% | 99.68% |
15/11/2024 | 0.48% | 104.28 % | 104.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,692 CHF | 524,192 CHF | 100.00% | 100.00% |
14/11/2024 | 0.48% | 104.29 % | 104.79 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,804 CHF | 523,304 CHF | 100.00% | 100.00% |
13/11/2024 | 0.48% | 104.03 % | 104.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,129 CHF | 522,629 CHF | 100.00% | 100.00% |
12/11/2024 | 0.48% | 103.90 % | 104.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,674 CHF | 523,174 CHF | 98.72% | 98.72% |
11/11/2024 | 0.48% | 104.22 % | 104.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,390 CHF | 523,890 CHF | 100.00% | 100.00% |
08/11/2024 | 0.48% | 103.99 % | 104.49 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,231 CHF | 522,731 CHF | 99.83% | 99.83% |
07/11/2024 | 0.48% | 104.11 % | 104.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,836 CHF | 523,336 CHF | 100.00% | 100.00% |