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% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,938 CHF | 508,438 CHF | 99.17% | 99.17% |
19/11/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,896 CHF | 508,396 CHF | 99.17% | 99.17% |
18/11/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,571 CHF | 508,071 CHF | 99.20% | 99.20% |
15/11/2024 | 0.49% | 101.15 % | 101.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,799 CHF | 508,299 CHF | 99.17% | 99.17% |
14/11/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,951 CHF | 508,451 CHF | 99.15% | 99.15% |
13/11/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,015 CHF | 508,515 CHF | 99.17% | 99.17% |
12/11/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,089 CHF | 508,589 CHF | 99.17% | 99.17% |
11/11/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,252 CHF | 508,752 CHF | 99.17% | 99.17% |
08/11/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,307 CHF | 508,807 CHF | 99.17% | 99.17% |
07/11/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,097 CHF | 508,597 CHF | 99.08% | 99.08% |