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 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,554 CHF | 508,554 CHF | 97.95% | 97.95% |
19/11/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,043 CHF | 509,043 CHF | 100.00% | 100.00% |
18/11/2024 | 0.99% | 100.90 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,237 CHF | 509,237 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 499,993 | 504,017 CHF | 508,010 CHF | 97.21% | 97.21% |
14/11/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,284 CHF | 507,284 CHF | 100.00% | 100.00% |
13/11/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,805 CHF | 507,805 CHF | 100.00% | 100.00% |
12/11/2024 | 0.99% | 100.40 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,512 CHF | 507,512 CHF | 100.00% | 100.00% |
11/11/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,149 CHF | 508,149 CHF | 100.00% | 100.00% |
08/11/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,661 CHF | 506,661 CHF | 100.00% | 100.00% |
07/11/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,937 CHF | 507,937 CHF | 99.23% | 99.23% |