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 | 0.78% | 102.00 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,394 CHF | 514,394 CHF | 98.59% | 98.59% |
19/11/2024 | 0.98% | 101.40 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,049 CHF | 512,049 CHF | 100.00% | 100.00% |
18/11/2024 | 0.99% | 101.00 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,000 CHF | 510,000 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 500,000 | 498,373 | 504,683 CHF | 507,028 CHF | 97.21% | 97.21% |
14/11/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,067 CHF | 508,067 CHF | 100.00% | 100.00% |
13/11/2024 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,339 CHF | 508,339 CHF | 100.00% | 100.00% |
12/11/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,755 CHF | 508,755 CHF | 100.00% | 100.00% |
11/11/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,053 CHF | 510,053 CHF | 100.00% | 100.00% |
08/11/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,573 CHF | 508,573 CHF | 100.00% | 100.00% |
07/11/2024 | 0.99% | 100.90 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,643 CHF | 509,643 CHF | 100.00% | 100.00% |