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% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,889 CHF | 505,889 CHF | 97.95% | 97.95% |
19/11/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,073 CHF | 506,073 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,080 CHF | 506,080 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,456 CHF | 505,456 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,960 CHF | 505,960 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,793 CHF | 503,793 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,543 CHF | 504,543 CHF | 100.00% | 100.00% |
11/11/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,075 CHF | 506,075 CHF | 100.00% | 100.00% |
08/11/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,010 CHF | 506,010 CHF | 100.00% | 100.00% |
07/11/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,886 CHF | 506,886 CHF | 99.24% | 99.24% |