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 | 0.77% | 103.02 % | 103.82 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,646 CHF | 519,646 CHF | 100.00% | 100.00% |
19/11/2024 | 0.77% | 103.01 % | 103.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,001 CHF | 519,001 CHF | 89.37% | 89.37% |
18/11/2024 | 0.77% | 103.21 % | 104.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,753 CHF | 519,753 CHF | 99.67% | 99.67% |
15/11/2024 | 0.77% | 103.16 % | 103.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,338 CHF | 520,338 CHF | 100.00% | 100.00% |
14/11/2024 | 0.77% | 103.44 % | 104.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,848 CHF | 520,848 CHF | 100.00% | 100.00% |
13/11/2024 | 0.77% | 103.31 % | 104.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,317 CHF | 520,317 CHF | 100.00% | 100.00% |
12/11/2024 | 0.77% | 103.31 % | 104.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,328 CHF | 521,328 CHF | 98.71% | 98.71% |
11/11/2024 | 0.77% | 103.65 % | 104.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,182 CHF | 522,182 CHF | 100.00% | 100.00% |
08/11/2024 | 0.77% | 103.45 % | 104.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,307 CHF | 521,307 CHF | 99.84% | 99.84% |
07/11/2024 | 0.77% | 103.65 % | 104.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,389 CHF | 522,389 CHF | 100.00% | 100.00% |