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 | 0.29% | 101.50 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,992 CHF | 509,492 CHF | 99.37% | 99.37% |
19/11/2024 | 0.30% | 101.40 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,008 CHF | 508,508 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 101.40 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,024 CHF | 508,524 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 101.50 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,592 CHF | 509,092 CHF | 100.00% | 100.00% |
14/11/2024 | 0.30% | 101.60 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,327 CHF | 508,827 CHF | 99.10% | 99.10% |
13/11/2024 | 0.30% | 101.10 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,974 CHF | 507,474 CHF | 100.00% | 100.00% |
12/11/2024 | 0.29% | 101.50 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,043 CHF | 509,543 CHF | 100.00% | 100.00% |
11/11/2024 | 0.29% | 101.70 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,820 CHF | 510,320 CHF | 100.00% | 100.00% |
08/11/2024 | 0.30% | 101.50 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,546 CHF | 509,046 CHF | 100.00% | 100.00% |
07/11/2024 | 0.29% | 101.50 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,803 CHF | 509,303 CHF | 99.23% | 99.23% |