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% | 104.18 % | 104.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,900 CHF | 523,400 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 104.18 % | 104.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,900 CHF | 523,400 CHF | 89.37% | 89.37% |
18/11/2024 | 0.48% | 104.18 % | 104.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,900 CHF | 523,400 CHF | 99.68% | 99.68% |
15/11/2024 | 0.48% | 104.17 % | 104.67 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,847 CHF | 523,347 CHF | 100.00% | 100.00% |
14/11/2024 | 0.48% | 104.15 % | 104.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,820 CHF | 523,320 CHF | 100.00% | 100.00% |
13/11/2024 | 0.48% | 104.16 % | 104.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,800 CHF | 523,300 CHF | 100.00% | 100.00% |
12/11/2024 | 0.48% | 104.14 % | 104.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,785 CHF | 523,285 CHF | 98.74% | 98.74% |
11/11/2024 | 0.48% | 104.15 % | 104.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,751 CHF | 523,251 CHF | 100.00% | 100.00% |
08/11/2024 | 0.48% | 104.14 % | 104.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,703 CHF | 523,203 CHF | 99.83% | 99.83% |
07/11/2024 | 0.48% | 104.14 % | 104.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,699 CHF | 523,199 CHF | 100.00% | 100.00% |