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 | 0.48% | 104.82 % | 105.32 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,103 CHF | 526,603 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 104.81 % | 105.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,044 CHF | 526,544 CHF | 89.36% | 89.36% |
18/11/2024 | 0.48% | 104.81 % | 105.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,050 CHF | 526,550 CHF | 99.67% | 99.67% |
15/11/2024 | 0.48% | 104.49 % | 104.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,545 CHF | 525,045 CHF | 100.00% | 100.00% |
14/11/2024 | 0.48% | 104.51 % | 105.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,449 CHF | 524,949 CHF | 100.00% | 100.00% |
13/11/2024 | 0.48% | 104.45 % | 104.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,206 CHF | 524,706 CHF | 100.00% | 100.00% |
12/11/2024 | 0.48% | 104.47 % | 104.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,688 CHF | 525,188 CHF | 98.72% | 98.72% |
11/11/2024 | 0.48% | 104.58 % | 105.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,910 CHF | 525,410 CHF | 100.00% | 100.00% |
08/11/2024 | 0.48% | 104.63 % | 105.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,164 CHF | 525,664 CHF | 99.83% | 99.83% |
07/11/2024 | 0.48% | 104.66 % | 105.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,915 CHF | 525,415 CHF | 100.00% | 100.00% |