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 | 0.77% | 102.80 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,450 CHF | 518,450 CHF | 97.95% | 97.95% |
19/11/2024 | 0.77% | 102.90 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,790 CHF | 518,790 CHF | 100.00% | 100.00% |
18/11/2024 | 0.77% | 103.10 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,974 CHF | 518,974 CHF | 100.00% | 100.00% |
15/11/2024 | 0.78% | 102.80 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,669 CHF | 517,669 CHF | 100.00% | 100.00% |
14/11/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,684 CHF | 516,684 CHF | 100.00% | 100.00% |
13/11/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,485 CHF | 517,485 CHF | 100.00% | 100.00% |
12/11/2024 | 0.78% | 102.50 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,378 CHF | 517,378 CHF | 100.00% | 100.00% |
11/11/2024 | 0.77% | 103.20 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,128 CHF | 520,128 CHF | 100.00% | 100.00% |
08/11/2024 | 0.78% | 102.80 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,077 CHF | 518,077 CHF | 100.00% | 100.00% |
07/11/2024 | 0.77% | 103.10 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,616 CHF | 519,616 CHF | 99.23% | 99.23% |