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% | 103.71 % | 104.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,550 CHF | 521,050 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 103.71 % | 104.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,550 CHF | 521,050 CHF | 89.36% | 89.36% |
18/11/2024 | 0.48% | 103.70 % | 104.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,500 CHF | 521,000 CHF | 99.66% | 99.66% |
15/11/2024 | 0.48% | 103.70 % | 104.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,500 CHF | 521,000 CHF | 100.00% | 100.00% |
14/11/2024 | 0.48% | 103.70 % | 104.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,500 CHF | 521,000 CHF | 100.00% | 100.00% |
13/11/2024 | 0.48% | 103.69 % | 104.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,450 CHF | 520,950 CHF | 100.00% | 100.00% |
12/11/2024 | 0.48% | 103.69 % | 104.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,450 CHF | 520,950 CHF | 98.75% | 98.75% |
11/11/2024 | 0.48% | 103.68 % | 104.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,400 CHF | 520,900 CHF | 100.00% | 100.00% |
08/11/2024 | 0.48% | 103.68 % | 104.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,400 CHF | 520,900 CHF | 99.84% | 99.84% |
07/11/2024 | 0.48% | 103.68 % | 104.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,400 CHF | 520,900 CHF | 100.00% | 100.00% |