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% | 101.61 % | 102.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,050 CHF | 510,550 CHF | 100.00% | 100.00% |
19/11/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,032 CHF | 510,532 CHF | 89.37% | 89.37% |
18/11/2024 | 0.49% | 101.61 % | 102.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,043 CHF | 510,543 CHF | 99.68% | 99.68% |
15/11/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,999 CHF | 510,499 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 101.59 % | 102.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,947 CHF | 510,447 CHF | 100.00% | 100.00% |
13/11/2024 | 0.49% | 101.58 % | 102.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,898 CHF | 510,398 CHF | 100.00% | 100.00% |
12/11/2024 | 0.49% | 101.57 % | 102.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,857 CHF | 510,357 CHF | 98.74% | 98.74% |
11/11/2024 | 0.49% | 101.58 % | 102.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,873 CHF | 510,373 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 101.56 % | 102.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,811 CHF | 510,311 CHF | 99.82% | 99.82% |
07/11/2024 | 0.49% | 101.57 % | 102.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,849 CHF | 510,349 CHF | 100.00% | 100.00% |