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 | 0.46% | 108.39 % | 108.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 541,950 CHF | 544,450 CHF | 100.00% | 100.00% |
19/11/2024 | 0.46% | 108.38 % | 108.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 541,900 CHF | 544,400 CHF | 89.38% | 89.38% |
18/11/2024 | 0.46% | 108.38 % | 108.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 541,900 CHF | 544,400 CHF | 99.66% | 99.66% |
15/11/2024 | 0.46% | 108.38 % | 108.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 541,900 CHF | 544,400 CHF | 100.00% | 100.00% |
14/11/2024 | 0.46% | 108.38 % | 108.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 541,900 CHF | 544,400 CHF | 100.00% | 100.00% |
13/11/2024 | 0.46% | 108.36 % | 108.86 % | 500,000 | 500,000 | 500,000 | 500,000 | 541,800 CHF | 544,300 CHF | 100.00% | 100.00% |
12/11/2024 | 0.46% | 108.36 % | 108.86 % | 500,000 | 500,000 | 500,000 | 500,000 | 541,800 CHF | 544,300 CHF | 98.73% | 98.73% |
11/11/2024 | 0.46% | 108.36 % | 108.86 % | 500,000 | 500,000 | 500,000 | 500,000 | 541,800 CHF | 544,300 CHF | 100.00% | 100.00% |
08/11/2024 | 0.46% | 108.35 % | 108.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 541,750 CHF | 544,250 CHF | 99.83% | 99.83% |
07/11/2024 | 0.46% | 108.35 % | 108.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 541,750 CHF | 544,250 CHF | 100.00% | 100.00% |