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 | 0.48% | 102.60 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,077 CHF | 517,577 CHF | 100.00% | 100.00% |
22/11/2024 | 0.48% | 103.23 % | 103.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,054 CHF | 518,554 CHF | 100.00% | 100.00% |
20/11/2024 | 0.49% | 101.46 % | 101.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,876 CHF | 509,376 CHF | 100.00% | 100.00% |
19/11/2024 | 0.50% | 100.48 % | 100.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,337 CHF | 501,837 CHF | 89.37% | 89.37% |
18/11/2024 | 0.50% | 100.53 % | 101.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,100 CHF | 504,600 CHF | 99.53% | 99.53% |
15/11/2024 | 0.49% | 101.39 % | 101.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,851 CHF | 512,351 CHF | 50.69% | 50.69% |
14/11/2024 | 0.49% | 102.48 % | 102.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,872 CHF | 513,372 CHF | 100.00% | 100.00% |
13/11/2024 | 0.48% | 103.25 % | 103.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,062 CHF | 519,562 CHF | 100.00% | 100.00% |
12/11/2024 | 0.48% | 103.79 % | 104.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,728 CHF | 522,228 CHF | 98.73% | 98.73% |
11/11/2024 | 0.47% | 105.41 % | 105.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,671 CHF | 528,171 CHF | 27.87% | 27.87% |