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% | 101.47 % | 101.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,641 CHF | 510,141 CHF | 100.00% | 100.00% |
19/11/2024 | 0.49% | 101.68 % | 102.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,041 CHF | 510,541 CHF | 87.88% | 87.88% |
18/11/2024 | 0.48% | 102.91 % | 103.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,903 CHF | 517,403 CHF | 99.67% | 99.67% |
15/11/2024 | 0.48% | 103.13 % | 103.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,812 CHF | 517,312 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 102.39 % | 102.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,342 CHF | 511,842 CHF | 100.00% | 100.00% |
13/11/2024 | 0.50% | 101.11 % | 101.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,375 CHF | 505,875 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 99.76 % | 100.26 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,327 CHF | 503,827 CHF | 96.15% | 96.15% |
11/11/2024 | 0.49% | 101.93 % | 102.43 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,815 CHF | 511,315 CHF | 99.70% | 99.70% |
08/11/2024 | 0.49% | 101.15 % | 101.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,309 CHF | 511,809 CHF | 72.55% | 72.55% |
07/11/2024 | 0.48% | 104.13 % | 104.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,977 CHF | 522,477 CHF | 99.99% | 99.99% |