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 | 0.79% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 486,641 | 501,175 CHF | 491,669 CHF | 97.95% | 97.95% |
19/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,240 CHF | 503,240 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,185 CHF | 507,185 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,634 CHF | 506,634 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,656 CHF | 507,656 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,528 CHF | 504,528 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,189 CHF | 504,189 CHF | 100.00% | 100.00% |
11/11/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,074 CHF | 507,074 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,270 CHF | 504,270 CHF | 100.00% | 100.00% |
07/11/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,132 CHF | 506,132 CHF | 99.23% | 99.23% |