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% | 104.04 % | 104.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,200 CHF | 522,700 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 104.03 % | 104.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,150 CHF | 522,650 CHF | 89.39% | 89.39% |
18/11/2024 | 0.48% | 104.03 % | 104.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,150 CHF | 522,650 CHF | 99.66% | 99.66% |
15/11/2024 | 0.48% | 104.03 % | 104.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,150 CHF | 522,650 CHF | 100.00% | 100.00% |
14/11/2024 | 0.48% | 104.03 % | 104.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,150 CHF | 522,650 CHF | 100.00% | 100.00% |
13/11/2024 | 0.48% | 104.02 % | 104.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,100 CHF | 522,600 CHF | 100.00% | 100.00% |
12/11/2024 | 0.48% | 104.01 % | 104.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,050 CHF | 522,550 CHF | 98.70% | 98.70% |
11/11/2024 | 0.48% | 104.01 % | 104.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,050 CHF | 522,550 CHF | 100.00% | 100.00% |
08/11/2024 | 0.48% | 104.01 % | 104.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,050 CHF | 522,550 CHF | 99.84% | 99.84% |
07/11/2024 | 0.48% | 104.00 % | 104.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,000 CHF | 522,500 CHF | 100.00% | 100.00% |