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 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,000 CHF | 508,000 CHF | 98.58% | 98.58% |
19/11/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,609 CHF | 506,609 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,495 CHF | 506,495 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,881 CHF | 507,881 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,944 CHF | 506,944 CHF | 100.00% | 100.00% |
13/11/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,297 CHF | 506,297 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,941 CHF | 507,941 CHF | 100.00% | 100.00% |
11/11/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,427 CHF | 508,427 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,864 CHF | 504,864 CHF | 100.00% | 100.00% |
07/11/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,497 CHF | 507,497 CHF | 99.23% | 99.23% |