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% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,181 CHF | 512,681 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 102.05 % | 102.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,250 CHF | 512,750 CHF | 99.38% | 99.38% |
18/11/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,449 CHF | 512,949 CHF | 98.94% | 98.94% |
15/11/2024 | 0.49% | 102.05 % | 102.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,391 CHF | 512,891 CHF | 99.36% | 99.36% |
14/11/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,577 CHF | 513,077 CHF | 99.38% | 99.38% |
13/11/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,989 CHF | 513,489 CHF | 65.04% | 65.04% |
12/11/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,972 CHF | 513,472 CHF | 99.16% | 99.16% |
11/11/2024 | 0.49% | 102.25 % | 102.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,164 CHF | 513,664 CHF | 99.38% | 99.38% |
08/11/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,500 CHF | 514,000 CHF | 99.37% | 99.37% |
07/11/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,500 CHF | 514,000 CHF | 98.56% | 98.56% |