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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.79% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,340 CHF | 511,340 CHF | 100.00% | 100.00% |
22/11/2024 | 0.98% | 101.20 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,718 CHF | 510,718 CHF | 100.00% | 100.00% |
20/11/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,500 CHF | 510,500 CHF | 98.59% | 98.59% |
19/11/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,731 CHF | 510,731 CHF | 100.00% | 100.00% |
18/11/2024 | 0.98% | 101.30 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,496 CHF | 511,496 CHF | 100.00% | 100.00% |
15/11/2024 | 0.98% | 101.10 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,471 CHF | 510,471 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,418 CHF | 509,418 CHF | 100.00% | 100.00% |
13/11/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,493 CHF | 510,493 CHF | 100.00% | 100.00% |
12/11/2024 | 0.98% | 101.10 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,942 CHF | 510,942 CHF | 100.00% | 100.00% |
11/11/2024 | 0.98% | 101.50 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,513 CHF | 512,513 CHF | 100.00% | 100.00% |