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% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,870 CHF | 507,370 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,757 CHF | 507,257 CHF | 99.37% | 99.37% |
18/11/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,703 CHF | 507,203 CHF | 98.95% | 98.95% |
15/11/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,684 CHF | 507,184 CHF | 99.36% | 99.36% |
14/11/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,718 CHF | 507,218 CHF | 99.38% | 99.38% |
13/11/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,678 CHF | 507,178 CHF | 65.04% | 65.04% |
12/11/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,179 CHF | 507,679 CHF | 99.14% | 99.14% |
11/11/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,504 CHF | 508,004 CHF | 99.37% | 99.37% |
08/11/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,481 CHF | 507,981 CHF | 99.38% | 99.38% |
07/11/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,291 CHF | 507,791 CHF | 98.56% | 98.56% |