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% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,746 CHF | 507,746 CHF | 97.95% | 97.95% |
19/11/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,274 CHF | 506,274 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,016 CHF | 507,016 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,422 CHF | 507,422 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,806 CHF | 506,806 CHF | 100.00% | 100.00% |
13/11/2024 | 0.99% | 100.10 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,207 CHF | 505,207 CHF | 100.00% | 100.00% |
12/11/2024 | 0.99% | 100.10 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,839 CHF | 506,839 CHF | 100.00% | 100.00% |
11/11/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,094 CHF | 507,094 CHF | 100.00% | 100.00% |
08/11/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,556 CHF | 505,556 CHF | 100.00% | 100.00% |
07/11/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,720 CHF | 506,720 CHF | 99.23% | 99.23% |