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 | 0.47% | 105.10 % | 105.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,797 CHF | 528,297 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 104.96 % | 105.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,517 CHF | 527,017 CHF | 89.36% | 89.36% |
18/11/2024 | 0.47% | 105.15 % | 105.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,522 CHF | 528,022 CHF | 99.66% | 99.66% |
15/11/2024 | 0.47% | 105.10 % | 105.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,960 CHF | 528,460 CHF | 100.00% | 100.00% |
14/11/2024 | 0.47% | 105.51 % | 106.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,000 CHF | 529,500 CHF | 100.00% | 100.00% |
13/11/2024 | 0.47% | 105.52 % | 106.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,610 CHF | 529,110 CHF | 100.00% | 100.00% |
12/11/2024 | 0.47% | 105.16 % | 105.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,737 CHF | 530,237 CHF | 98.74% | 98.74% |
11/11/2024 | 0.47% | 105.69 % | 106.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,411 CHF | 530,911 CHF | 100.00% | 100.00% |
08/11/2024 | 0.47% | 105.51 % | 106.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,396 CHF | 529,896 CHF | 99.84% | 99.84% |
07/11/2024 | 0.47% | 105.52 % | 106.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,711 CHF | 530,211 CHF | 100.00% | 100.00% |