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% | 109.58 % | 110.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 548,103 CHF | 550,603 CHF | 100.00% | 100.00% |
19/11/2024 | 0.46% | 109.30 % | 109.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 544,997 CHF | 547,497 CHF | 89.36% | 89.36% |
18/11/2024 | 0.46% | 109.30 % | 109.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 546,376 CHF | 548,876 CHF | 99.67% | 99.67% |
15/11/2024 | 0.46% | 109.31 % | 109.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 546,257 CHF | 548,757 CHF | 100.00% | 100.00% |
14/11/2024 | 0.46% | 108.70 % | 109.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 543,306 CHF | 545,806 CHF | 100.00% | 100.00% |
13/11/2024 | 0.46% | 108.79 % | 109.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 544,735 CHF | 547,235 CHF | 100.00% | 100.00% |
12/11/2024 | 0.46% | 109.00 % | 109.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 545,982 CHF | 548,482 CHF | 98.73% | 98.73% |
11/11/2024 | 0.46% | 109.16 % | 109.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 544,901 CHF | 547,401 CHF | 100.00% | 100.00% |
08/11/2024 | 0.46% | 108.65 % | 109.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 543,718 CHF | 546,218 CHF | 99.85% | 99.85% |
07/11/2024 | 0.46% | 108.68 % | 109.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 542,859 CHF | 545,359 CHF | 100.00% | 100.00% |