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% | 106.96 % | 107.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 535,392 CHF | 537,892 CHF | 100.00% | 100.00% |
19/11/2024 | 0.47% | 107.05 % | 107.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 535,103 CHF | 537,603 CHF | 89.37% | 89.37% |
18/11/2024 | 0.47% | 107.10 % | 107.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 535,673 CHF | 538,173 CHF | 99.67% | 99.67% |
15/11/2024 | 0.47% | 107.07 % | 107.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 535,474 CHF | 537,974 CHF | 100.00% | 100.00% |
14/11/2024 | 0.47% | 106.96 % | 107.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,695 CHF | 537,195 CHF | 100.00% | 100.00% |
13/11/2024 | 0.47% | 106.88 % | 107.38 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,315 CHF | 536,815 CHF | 100.00% | 100.00% |
12/11/2024 | 0.47% | 106.85 % | 107.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,969 CHF | 537,469 CHF | 98.72% | 98.72% |
11/11/2024 | 0.47% | 107.07 % | 107.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 535,320 CHF | 537,820 CHF | 100.00% | 100.00% |
08/11/2024 | 0.47% | 106.96 % | 107.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 535,013 CHF | 537,513 CHF | 99.83% | 99.83% |
07/11/2024 | 0.47% | 106.96 % | 107.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 535,075 CHF | 537,575 CHF | 100.00% | 100.00% |