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% | 104.32 % | 104.82 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,285 CHF | 524,785 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 104.04 % | 104.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,900 CHF | 522,400 CHF | 89.37% | 89.37% |
18/11/2024 | 0.48% | 104.37 % | 104.87 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,150 CHF | 525,650 CHF | 99.66% | 99.66% |
15/11/2024 | 0.48% | 104.65 % | 105.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,069 CHF | 525,569 CHF | 100.00% | 100.00% |
14/11/2024 | 0.48% | 104.66 % | 105.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,008 CHF | 525,508 CHF | 100.00% | 100.00% |
13/11/2024 | 0.48% | 104.57 % | 105.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,367 CHF | 524,867 CHF | 100.00% | 100.00% |
12/11/2024 | 0.48% | 104.36 % | 104.86 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,412 CHF | 525,912 CHF | 98.73% | 98.73% |
11/11/2024 | 0.48% | 104.95 % | 105.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,839 CHF | 527,339 CHF | 100.00% | 100.00% |
08/11/2024 | 0.48% | 104.98 % | 105.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,643 CHF | 527,143 CHF | 99.85% | 99.85% |
07/11/2024 | 0.48% | 104.96 % | 105.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,984 CHF | 527,484 CHF | 100.00% | 100.00% |