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% | 107.63 % | 108.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,150 CHF | 540,650 CHF | 100.00% | 100.00% |
19/11/2024 | 0.46% | 107.62 % | 108.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,128 CHF | 540,628 CHF | 89.40% | 89.40% |
18/11/2024 | 0.46% | 107.62 % | 108.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,101 CHF | 540,601 CHF | 99.67% | 99.67% |
15/11/2024 | 0.46% | 107.62 % | 108.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,097 CHF | 540,597 CHF | 100.00% | 100.00% |
14/11/2024 | 0.46% | 107.62 % | 108.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,101 CHF | 540,601 CHF | 100.00% | 100.00% |
13/11/2024 | 0.46% | 107.61 % | 108.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,022 CHF | 540,522 CHF | 100.00% | 100.00% |
12/11/2024 | 0.46% | 107.52 % | 108.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 537,986 CHF | 540,486 CHF | 98.72% | 98.72% |
11/11/2024 | 0.46% | 107.60 % | 108.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,000 CHF | 540,500 CHF | 100.00% | 100.00% |
08/11/2024 | 0.46% | 107.60 % | 108.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 537,976 CHF | 540,476 CHF | 99.83% | 99.83% |
07/11/2024 | 0.46% | 107.59 % | 108.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 537,950 CHF | 540,450 CHF | 100.00% | 100.00% |