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% | 111.71 % | 112.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 558,550 CHF | 561,050 CHF | 99.49% | 99.49% |
19/11/2024 | 0.45% | 111.71 % | 112.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 558,550 CHF | 561,050 CHF | 88.87% | 88.87% |
18/11/2024 | 0.45% | 111.70 % | 112.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 558,500 CHF | 561,000 CHF | 99.17% | 99.17% |
15/11/2024 | 0.45% | 111.69 % | 112.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 558,424 CHF | 560,924 CHF | 99.49% | 99.49% |
14/11/2024 | 0.45% | 111.69 % | 112.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 558,450 CHF | 560,950 CHF | 99.49% | 99.49% |
13/11/2024 | 0.45% | 111.68 % | 112.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 558,410 CHF | 560,910 CHF | 99.49% | 99.49% |
12/11/2024 | 0.45% | 111.67 % | 112.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 558,368 CHF | 560,868 CHF | 98.24% | 98.24% |
11/11/2024 | 0.45% | 111.67 % | 112.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 558,380 CHF | 560,880 CHF | 99.49% | 99.49% |
08/11/2024 | 0.45% | 111.60 % | 112.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 557,720 CHF | 560,220 CHF | 99.34% | 99.34% |
07/11/2024 | 0.45% | 111.46 % | 111.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 556,512 CHF | 559,012 CHF | 99.49% | 99.49% |