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 | 0.47% | 106.05 % | 106.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,172 CHF | 532,672 CHF | 100.00% | 100.00% |
22/11/2024 | 0.47% | 106.03 % | 106.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,095 CHF | 532,595 CHF | 100.00% | 100.00% |
20/11/2024 | 0.47% | 105.99 % | 106.49 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,981 CHF | 532,481 CHF | 100.00% | 100.00% |
19/11/2024 | 0.47% | 105.95 % | 106.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,816 CHF | 532,316 CHF | 89.36% | 89.36% |
18/11/2024 | 0.47% | 105.96 % | 106.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,805 CHF | 532,305 CHF | 99.67% | 99.67% |
15/11/2024 | 0.47% | 105.96 % | 106.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,807 CHF | 532,307 CHF | 100.00% | 100.00% |
14/11/2024 | 0.47% | 105.95 % | 106.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,791 CHF | 532,291 CHF | 100.00% | 100.00% |
13/11/2024 | 0.47% | 105.90 % | 106.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,565 CHF | 532,065 CHF | 100.00% | 100.00% |
12/11/2024 | 0.47% | 105.89 % | 106.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,544 CHF | 532,044 CHF | 98.73% | 98.73% |
11/11/2024 | 0.47% | 105.91 % | 106.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,587 CHF | 532,087 CHF | 100.00% | 100.00% |