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% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,500 CHF | 513,500 CHF | 97.94% | 97.94% |
19/11/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,484 CHF | 513,484 CHF | 100.00% | 100.00% |
18/11/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,327 CHF | 513,327 CHF | 100.00% | 100.00% |
15/11/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,000 CHF | 513,000 CHF | 100.00% | 100.00% |
14/11/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,000 CHF | 513,000 CHF | 100.00% | 100.00% |
13/11/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,182 CHF | 512,182 CHF | 100.00% | 100.00% |
12/11/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,977 CHF | 512,977 CHF | 100.00% | 100.00% |
11/11/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,000 CHF | 513,000 CHF | 100.00% | 100.00% |
08/11/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,911 CHF | 512,911 CHF | 100.00% | 100.00% |
07/11/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,500 CHF | 512,500 CHF | 99.23% | 99.23% |