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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.79% | 102.00 % | 102.81 % | 500,000 | 100,000 | 500,000 | 100,000 | 509,972 CHF | 102,804 CHF | 100.00% | 100.00% |
22/11/2024 | 0.79% | 101.80 % | 102.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,000 CHF | 513,050 CHF | 100.00% | 100.00% |
20/11/2024 | 0.79% | 101.80 % | 102.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,980 CHF | 513,029 CHF | 97.95% | 97.95% |
19/11/2024 | 0.80% | 101.50 % | 102.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,023 CHF | 511,073 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 101.70 % | 102.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,831 CHF | 512,881 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 101.70 % | 102.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,126 CHF | 512,175 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 101.70 % | 102.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,083 CHF | 512,133 CHF | 100.00% | 100.00% |
13/11/2024 | 0.79% | 101.50 % | 102.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,500 CHF | 511,550 CHF | 99.83% | 99.83% |
12/11/2024 | 0.79% | 101.50 % | 102.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,614 CHF | 511,664 CHF | 100.00% | 100.00% |
11/11/2024 | 0.79% | 101.70 % | 102.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,500 CHF | 512,550 CHF | 100.00% | 100.00% |