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 | 0.45% | 109.71 % | 110.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 548,550 CHF | 551,050 CHF | 100.00% | 100.00% |
19/11/2024 | 0.45% | 109.71 % | 110.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 548,550 CHF | 551,050 CHF | 89.38% | 89.38% |
18/11/2024 | 0.45% | 109.71 % | 110.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 548,550 CHF | 551,050 CHF | 99.66% | 99.66% |
15/11/2024 | 0.45% | 109.70 % | 110.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 548,500 CHF | 551,000 CHF | 100.00% | 100.00% |
14/11/2024 | 0.45% | 109.70 % | 110.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 548,500 CHF | 551,000 CHF | 100.00% | 100.00% |
13/11/2024 | 0.45% | 109.69 % | 110.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 548,450 CHF | 550,950 CHF | 100.00% | 100.00% |
12/11/2024 | 0.45% | 109.69 % | 110.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 548,450 CHF | 550,950 CHF | 98.73% | 98.73% |
11/11/2024 | 0.45% | 109.68 % | 110.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 548,399 CHF | 550,899 CHF | 100.00% | 100.00% |
08/11/2024 | 0.45% | 109.63 % | 110.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 548,265 CHF | 550,765 CHF | 99.83% | 99.83% |
07/11/2024 | 0.45% | 109.66 % | 110.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 548,308 CHF | 550,808 CHF | 100.00% | 100.00% |