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 | 0.49% | 102.02 % | 102.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,322 CHF | 512,822 CHF | 100.00% | 100.00% |
19/11/2024 | 0.49% | 101.93 % | 102.43 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,554 CHF | 512,054 CHF | 89.37% | 89.37% |
18/11/2024 | 0.49% | 101.98 % | 102.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,564 CHF | 512,064 CHF | 99.68% | 99.68% |
15/11/2024 | 0.49% | 101.59 % | 102.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,982 CHF | 512,482 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 102.43 % | 102.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,924 CHF | 514,424 CHF | 100.00% | 100.00% |
13/11/2024 | 0.49% | 102.46 % | 102.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,368 CHF | 513,868 CHF | 100.00% | 100.00% |
12/11/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,678 CHF | 515,178 CHF | 98.74% | 98.74% |
11/11/2024 | 0.49% | 102.48 % | 102.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,720 CHF | 515,220 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 102.43 % | 102.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,878 CHF | 514,378 CHF | 99.83% | 99.83% |
07/11/2024 | 0.49% | 102.34 % | 102.84 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,547 CHF | 514,047 CHF | 100.00% | 100.00% |