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 | 0.78% | 101.45 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,081 CHF | 512,081 CHF | 99.99% | 99.99% |
19/11/2024 | 0.79% | 101.45 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,173 CHF | 511,173 CHF | 89.36% | 89.36% |
18/11/2024 | 0.78% | 101.75 % | 102.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,395 CHF | 512,395 CHF | 99.67% | 99.67% |
15/11/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,374 CHF | 513,374 CHF | 100.00% | 100.00% |
14/11/2024 | 0.78% | 100.77 % | 101.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,444 CHF | 513,444 CHF | 6.07% | 6.07% |
13/11/2024 | 0.78% | 101.96 % | 102.76 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,576 CHF | 513,576 CHF | 100.00% | 100.00% |
12/11/2024 | 0.78% | 102.01 % | 102.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,322 CHF | 515,322 CHF | 98.71% | 98.71% |
11/11/2024 | 0.78% | 102.65 % | 103.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,306 CHF | 517,306 CHF | 100.00% | 100.00% |
08/11/2024 | 0.78% | 102.31 % | 103.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,318 CHF | 516,318 CHF | 16.84% | 16.84% |
07/11/2024 | 0.78% | 102.74 % | 103.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,081 CHF | 518,081 CHF | 100.00% | 100.00% |