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% | 107.67 % | 108.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,350 CHF | 540,850 CHF | 100.00% | 100.00% |
19/11/2024 | 0.46% | 107.67 % | 108.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,350 CHF | 540,850 CHF | 89.40% | 89.40% |
18/11/2024 | 0.46% | 107.66 % | 108.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,300 CHF | 540,800 CHF | 99.67% | 99.67% |
15/11/2024 | 0.46% | 107.66 % | 108.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,300 CHF | 540,800 CHF | 100.00% | 100.00% |
14/11/2024 | 0.46% | 107.66 % | 108.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,300 CHF | 540,800 CHF | 100.00% | 100.00% |
13/11/2024 | 0.46% | 107.65 % | 108.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,250 CHF | 540,750 CHF | 100.00% | 100.00% |
12/11/2024 | 0.46% | 107.64 % | 108.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,200 CHF | 540,700 CHF | 98.72% | 98.72% |
11/11/2024 | 0.46% | 107.64 % | 108.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,200 CHF | 540,700 CHF | 100.00% | 100.00% |
08/11/2024 | 0.46% | 107.64 % | 108.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,200 CHF | 540,700 CHF | 99.83% | 99.83% |
07/11/2024 | 0.46% | 107.64 % | 108.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,200 CHF | 540,700 CHF | 100.00% | 100.00% |