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% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,012 CHF | 506,512 CHF | 99.37% | 99.37% |
19/11/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,534 CHF | 506,034 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 100.80 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,377 CHF | 505,877 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,885 CHF | 506,385 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,411 CHF | 507,911 CHF | 99.10% | 99.10% |
13/11/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,176 CHF | 508,676 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 101.20 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,999 CHF | 507,499 CHF | 100.00% | 100.00% |
11/11/2024 | 0.30% | 101.40 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,984 CHF | 508,484 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,685 CHF | 508,185 CHF | 100.00% | 100.00% |
07/11/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,623 CHF | 509,123 CHF | 99.23% | 99.23% |