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 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,032 CHF | 506,532 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,180 CHF | 506,680 CHF | 99.37% | 99.37% |
18/11/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,935 CHF | 507,435 CHF | 99.38% | 99.38% |
15/11/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,946 CHF | 507,446 CHF | 99.38% | 99.38% |
14/11/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,666 CHF | 508,166 CHF | 99.38% | 99.38% |
13/11/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,923 CHF | 508,423 CHF | 99.10% | 99.10% |
12/11/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,161 CHF | 508,661 CHF | 99.38% | 99.38% |
11/11/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,188 CHF | 508,688 CHF | 99.37% | 99.37% |
08/11/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,948 CHF | 508,448 CHF | 99.34% | 99.34% |
07/11/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,045 CHF | 508,545 CHF | 98.80% | 98.80% |