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% | 106.91 % | 107.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 535,729 CHF | 538,229 CHF | 100.00% | 100.00% |
19/11/2024 | 0.47% | 105.42 % | 105.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,537 CHF | 529,037 CHF | 89.38% | 89.38% |
18/11/2024 | 0.47% | 105.54 % | 106.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,403 CHF | 528,903 CHF | 99.66% | 99.66% |
15/11/2024 | 0.47% | 104.88 % | 105.38 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,230 CHF | 528,730 CHF | 100.00% | 100.00% |
14/11/2024 | 0.47% | 105.83 % | 106.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,207 CHF | 531,707 CHF | 100.00% | 100.00% |
13/11/2024 | 0.47% | 105.59 % | 106.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,024 CHF | 529,524 CHF | 100.00% | 100.00% |
12/11/2024 | 0.47% | 105.43 % | 105.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,095 CHF | 531,595 CHF | 59.98% | 59.98% |
11/11/2024 | 0.48% | 104.76 % | 105.26 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,089 CHF | 526,589 CHF | 100.00% | 100.00% |
08/11/2024 | 0.48% | 103.33 % | 103.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,713 CHF | 522,213 CHF | 99.83% | 99.83% |
07/11/2024 | 0.48% | 104.29 % | 104.79 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,159 CHF | 525,659 CHF | 100.00% | 100.00% |