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 | 0.49% | 101.36 % | 101.86 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,738 CHF | 511,238 CHF | 100.00% | 100.00% |
19/11/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,710 CHF | 509,210 CHF | 89.36% | 89.36% |
18/11/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,648 CHF | 511,148 CHF | 99.67% | 99.67% |
15/11/2024 | 0.49% | 101.67 % | 102.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,851 CHF | 512,351 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 102.50 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,716 CHF | 514,216 CHF | 100.00% | 100.00% |
13/11/2024 | 0.49% | 102.38 % | 102.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,206 CHF | 514,706 CHF | 100.00% | 100.00% |
12/11/2024 | 0.49% | 102.33 % | 102.83 % | 500,000 | 500,000 | 499,983 | 500,000 | 512,402 CHF | 514,919 CHF | 98.73% | 98.73% |
11/11/2024 | 0.49% | 102.51 % | 103.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,118 CHF | 515,618 CHF | 100.00% | 100.00% |
08/11/2024 | 0.48% | 103.89 % | 104.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,630 CHF | 522,130 CHF | 99.83% | 99.83% |
07/11/2024 | 0.48% | 104.11 % | 104.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,039 CHF | 522,539 CHF | 100.00% | 100.00% |