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 | 0.98% | 101.30 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,361 CHF | 512,361 CHF | 97.94% | 97.94% |
19/11/2024 | 0.98% | 101.40 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,109 CHF | 512,109 CHF | 100.00% | 100.00% |
18/11/2024 | 0.78% | 101.60 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,956 CHF | 511,956 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,451 CHF | 511,451 CHF | 97.21% | 97.21% |
14/11/2024 | 0.79% | 101.40 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,579 CHF | 510,579 CHF | 100.00% | 100.00% |
13/11/2024 | 0.98% | 101.20 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,896 CHF | 510,896 CHF | 100.00% | 100.00% |
12/11/2024 | 0.98% | 101.00 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,793 CHF | 510,793 CHF | 100.00% | 100.00% |
11/11/2024 | 0.78% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,584 CHF | 511,584 CHF | 100.00% | 100.00% |
08/11/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,859 CHF | 510,859 CHF | 100.00% | 100.00% |
07/11/2024 | 0.98% | 101.40 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,977 CHF | 511,977 CHF | 99.23% | 99.23% |