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 | 0.47% | 106.48 % | 106.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,400 CHF | 534,900 CHF | 100.00% | 100.00% |
19/11/2024 | 0.47% | 106.48 % | 106.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,400 CHF | 534,900 CHF | 89.36% | 89.36% |
18/11/2024 | 0.47% | 106.48 % | 106.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,400 CHF | 534,900 CHF | 99.67% | 99.67% |
15/11/2024 | 0.47% | 106.47 % | 106.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,350 CHF | 534,850 CHF | 100.00% | 100.00% |
14/11/2024 | 0.47% | 106.47 % | 106.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,350 CHF | 534,850 CHF | 100.00% | 100.00% |
13/11/2024 | 0.47% | 106.46 % | 106.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,300 CHF | 534,800 CHF | 100.00% | 100.00% |
12/11/2024 | 0.47% | 106.46 % | 106.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,300 CHF | 534,800 CHF | 98.72% | 98.72% |
11/11/2024 | 0.47% | 106.46 % | 106.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,300 CHF | 534,800 CHF | 100.00% | 100.00% |
08/11/2024 | 0.47% | 106.45 % | 106.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,250 CHF | 534,750 CHF | 99.83% | 99.83% |
07/11/2024 | 0.47% | 106.45 % | 106.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,250 CHF | 534,750 CHF | 100.00% | 100.00% |