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 | 0.46% | 107.66 % | 108.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,300 CHF | 540,800 CHF | 100.00% | 100.00% |
19/11/2024 | 0.46% | 107.66 % | 108.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,271 CHF | 540,771 CHF | 89.40% | 89.40% |
18/11/2024 | 0.46% | 107.65 % | 108.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,213 CHF | 540,713 CHF | 99.67% | 99.67% |
15/11/2024 | 0.46% | 107.49 % | 107.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,004 CHF | 540,504 CHF | 100.00% | 100.00% |
14/11/2024 | 0.46% | 107.65 % | 108.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,187 CHF | 540,687 CHF | 100.00% | 100.00% |
13/11/2024 | 0.46% | 107.60 % | 108.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,030 CHF | 540,530 CHF | 100.00% | 100.00% |
12/11/2024 | 0.46% | 107.60 % | 108.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,073 CHF | 540,573 CHF | 98.72% | 98.72% |
11/11/2024 | 0.46% | 107.63 % | 108.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,147 CHF | 540,647 CHF | 100.00% | 100.00% |
08/11/2024 | 0.46% | 107.62 % | 108.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,109 CHF | 540,609 CHF | 99.83% | 99.83% |
07/11/2024 | 0.46% | 107.62 % | 108.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,132 CHF | 540,632 CHF | 100.00% | 100.00% |