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% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,068 CHF | 506,568 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,094 CHF | 506,594 CHF | 99.37% | 99.37% |
18/11/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,122 CHF | 507,622 CHF | 98.90% | 98.90% |
15/11/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,957 CHF | 507,457 CHF | 99.35% | 99.35% |
14/11/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,406 CHF | 508,906 CHF | 99.38% | 99.38% |
13/11/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,458 CHF | 508,958 CHF | 65.04% | 65.04% |
12/11/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,412 CHF | 508,912 CHF | 99.15% | 99.15% |
11/11/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,309 CHF | 508,809 CHF | 99.37% | 99.37% |
08/11/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,138 CHF | 508,638 CHF | 99.37% | 99.37% |
07/11/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,297 CHF | 508,797 CHF | 98.56% | 98.56% |