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 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,868 CHF | 509,368 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,835 CHF | 509,335 CHF | 99.38% | 99.38% |
18/11/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,902 CHF | 509,402 CHF | 99.38% | 99.38% |
15/11/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,038 CHF | 509,538 CHF | 99.38% | 99.38% |
14/11/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,254 CHF | 509,754 CHF | 99.38% | 99.38% |
13/11/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,417 CHF | 509,917 CHF | 99.38% | 99.38% |
12/11/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,455 CHF | 509,955 CHF | 99.38% | 99.38% |
11/11/2024 | 0.49% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,664 CHF | 510,164 CHF | 99.37% | 99.37% |
08/11/2024 | 0.49% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,592 CHF | 510,092 CHF | 99.34% | 99.34% |
07/11/2024 | 0.49% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,751 CHF | 510,251 CHF | 98.77% | 98.77% |