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 | 0.29% | 103.30 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,135 CHF | 518,635 CHF | 99.37% | 99.37% |
19/11/2024 | 0.48% | 103.10 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,337 CHF | 517,837 CHF | 100.00% | 100.00% |
18/11/2024 | 0.48% | 103.20 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,911 CHF | 518,411 CHF | 100.00% | 100.00% |
15/11/2024 | 0.29% | 103.40 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,641 CHF | 519,141 CHF | 100.00% | 100.00% |
14/11/2024 | 0.29% | 103.70 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,436 CHF | 519,936 CHF | 99.10% | 99.10% |
13/11/2024 | 0.48% | 103.40 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,986 CHF | 519,486 CHF | 100.00% | 100.00% |
12/11/2024 | 0.48% | 103.40 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,754 CHF | 520,254 CHF | 100.00% | 100.00% |
11/11/2024 | 0.48% | 103.70 % | 104.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,172 CHF | 520,672 CHF | 100.00% | 100.00% |
08/11/2024 | 0.48% | 103.40 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,501 CHF | 520,001 CHF | 100.00% | 100.00% |
07/11/2024 | 0.48% | 103.50 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,645 CHF | 520,145 CHF | 99.23% | 99.23% |