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% | 102.80 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,004 CHF | 515,504 CHF | 99.37% | 99.37% |
19/11/2024 | 0.29% | 102.80 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,546 CHF | 516,046 CHF | 100.00% | 100.00% |
18/11/2024 | 0.29% | 103.00 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,687 CHF | 515,187 CHF | 100.00% | 100.00% |
15/11/2024 | 0.29% | 102.50 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,279 CHF | 514,779 CHF | 100.00% | 100.00% |
14/11/2024 | 0.29% | 103.00 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,635 CHF | 516,135 CHF | 99.10% | 99.10% |
13/11/2024 | 0.29% | 103.10 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,404 CHF | 514,904 CHF | 100.00% | 100.00% |
12/11/2024 | 0.29% | 102.80 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,175 CHF | 517,675 CHF | 100.00% | 100.00% |
11/11/2024 | 0.29% | 103.50 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,555 CHF | 519,055 CHF | 100.00% | 100.00% |
08/11/2024 | 0.29% | 103.20 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,858 CHF | 517,358 CHF | 100.00% | 100.00% |
07/11/2024 | 0.29% | 103.30 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,793 CHF | 518,293 CHF | 99.23% | 99.23% |