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 | 0.79% | 100.78 % | 101.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,912 CHF | 507,912 CHF | 100.00% | 100.00% |
19/11/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,051 CHF | 508,051 CHF | 89.36% | 89.36% |
18/11/2024 | 0.79% | 100.81 % | 101.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,890 CHF | 507,890 CHF | 99.66% | 99.66% |
15/11/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,253 CHF | 508,253 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 100.88 % | 101.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,183 CHF | 508,183 CHF | 100.00% | 100.00% |
13/11/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,957 CHF | 507,957 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 100.81 % | 101.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,121 CHF | 508,121 CHF | 98.72% | 98.72% |
11/11/2024 | 0.79% | 100.86 % | 101.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,183 CHF | 508,183 CHF | 100.00% | 100.00% |
08/11/2024 | 0.79% | 100.79 % | 101.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,910 CHF | 507,910 CHF | 99.83% | 99.83% |
07/11/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,130 CHF | 508,130 CHF | 100.00% | 100.00% |