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 | 0.48% | 103.89 % | 104.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,580 CHF | 522,080 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 103.89 % | 104.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,396 CHF | 521,896 CHF | 89.37% | 89.37% |
18/11/2024 | 0.48% | 103.95 % | 104.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,614 CHF | 522,114 CHF | 99.68% | 99.68% |
15/11/2024 | 0.48% | 103.88 % | 104.38 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,542 CHF | 522,042 CHF | 100.00% | 100.00% |
14/11/2024 | 0.48% | 103.93 % | 104.43 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,593 CHF | 522,093 CHF | 100.00% | 100.00% |
13/11/2024 | 0.48% | 103.88 % | 104.38 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,394 CHF | 521,894 CHF | 100.00% | 100.00% |
12/11/2024 | 0.48% | 103.89 % | 104.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,547 CHF | 522,047 CHF | 98.74% | 98.74% |
11/11/2024 | 0.48% | 103.92 % | 104.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,628 CHF | 522,128 CHF | 100.00% | 100.00% |
08/11/2024 | 0.48% | 103.89 % | 104.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,444 CHF | 521,944 CHF | 99.83% | 99.83% |
07/11/2024 | 0.48% | 103.90 % | 104.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,438 CHF | 521,938 CHF | 100.00% | 100.00% |