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% | 105.75 % | 106.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,890 CHF | 532,390 CHF | 100.00% | 100.00% |
19/11/2024 | 0.47% | 105.74 % | 106.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,164 CHF | 530,664 CHF | 89.40% | 89.40% |
18/11/2024 | 0.47% | 105.88 % | 106.38 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,577 CHF | 531,077 CHF | 99.67% | 99.67% |
15/11/2024 | 0.47% | 105.66 % | 106.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,026 CHF | 531,526 CHF | 100.00% | 100.00% |
14/11/2024 | 0.47% | 106.00 % | 106.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,987 CHF | 531,487 CHF | 100.00% | 100.00% |
13/11/2024 | 0.47% | 105.36 % | 105.86 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,241 CHF | 528,741 CHF | 100.00% | 100.00% |
12/11/2024 | 0.47% | 105.45 % | 105.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,464 CHF | 530,964 CHF | 98.72% | 98.72% |
11/11/2024 | 0.47% | 106.05 % | 106.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,737 CHF | 533,237 CHF | 100.00% | 100.00% |
08/11/2024 | 0.47% | 105.98 % | 106.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,289 CHF | 532,789 CHF | 99.83% | 99.83% |
07/11/2024 | 0.47% | 106.37 % | 106.87 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,378 CHF | 534,878 CHF | 100.00% | 100.00% |