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 | 0.30% | 101.00 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,763 CHF | 507,263 CHF | 100.00% | 100.00% |
19/11/2024 | 0.30% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,268 CHF | 505,768 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 101.10 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,548 CHF | 507,048 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,628 CHF | 506,128 CHF | 100.00% | 100.00% |
14/11/2024 | 0.30% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,038 CHF | 505,538 CHF | 99.10% | 99.10% |
13/11/2024 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,187 CHF | 504,687 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 100.70 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,644 CHF | 506,144 CHF | 100.00% | 100.00% |
11/11/2024 | 0.30% | 101.30 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,198 CHF | 508,698 CHF | 100.00% | 100.00% |
08/11/2024 | 0.30% | 101.30 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,849 CHF | 508,349 CHF | 100.00% | 100.00% |
07/11/2024 | 0.30% | 101.70 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,328 CHF | 508,828 CHF | 99.23% | 99.23% |