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 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,005 CHF | 506,554 CHF | 99.37% | 99.37% |
19/11/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,254 CHF | 505,804 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,000 CHF | 506,550 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,433 CHF | 506,982 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 101.20 % | 101.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,730 CHF | 507,280 CHF | 99.10% | 99.10% |
13/11/2024 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,551 CHF | 506,101 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 101.10 % | 101.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,755 CHF | 507,305 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 101.20 % | 101.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,137 CHF | 507,687 CHF | 100.00% | 100.00% |
08/11/2024 | 0.31% | 101.10 % | 101.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,486 CHF | 507,036 CHF | 100.00% | 100.00% |
07/11/2024 | 0.31% | 101.20 % | 101.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,132 CHF | 507,682 CHF | 99.24% | 99.24% |