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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.45% | 109.67 % | 110.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 548,350 CHF | 550,850 CHF | 100.00% | 100.00% |
22/11/2024 | 0.45% | 109.67 % | 110.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 548,350 CHF | 550,850 CHF | 100.00% | 100.00% |
20/11/2024 | 0.45% | 109.65 % | 110.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 548,250 CHF | 550,750 CHF | 100.00% | 100.00% |
19/11/2024 | 0.46% | 109.58 % | 110.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 547,922 CHF | 550,422 CHF | 89.40% | 89.40% |
18/11/2024 | 0.46% | 109.61 % | 110.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 548,078 CHF | 550,578 CHF | 99.67% | 99.67% |
15/11/2024 | 0.46% | 109.57 % | 110.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 547,985 CHF | 550,485 CHF | 100.00% | 100.00% |
14/11/2024 | 0.46% | 109.60 % | 110.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 547,965 CHF | 550,465 CHF | 100.00% | 100.00% |
13/11/2024 | 0.46% | 109.56 % | 110.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 547,784 CHF | 550,284 CHF | 100.00% | 100.00% |
12/11/2024 | 0.46% | 109.57 % | 110.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 547,934 CHF | 550,434 CHF | 98.72% | 98.72% |
11/11/2024 | 0.46% | 109.60 % | 110.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 547,989 CHF | 550,489 CHF | 100.00% | 100.00% |