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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.29% | 102.50 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,999 CHF | 514,499 CHF | 99.90% | 99.90% |
20/11/2024 | 0.29% | 102.40 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,114 CHF | 513,614 CHF | 100.00% | 100.00% |
19/11/2024 | 0.29% | 102.30 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,906 CHF | 512,406 CHF | 100.00% | 100.00% |
18/11/2024 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,334 CHF | 510,834 CHF | 100.00% | 100.00% |
15/11/2024 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,530 CHF | 513,030 CHF | 100.00% | 100.00% |
14/11/2024 | 0.29% | 103.00 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,997 CHF | 516,497 CHF | 99.10% | 99.10% |
13/11/2024 | 0.29% | 102.90 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,738 CHF | 515,238 CHF | 100.00% | 100.00% |
12/11/2024 | 0.29% | 103.00 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,946 CHF | 516,446 CHF | 100.00% | 100.00% |
11/11/2024 | 0.29% | 103.00 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,318 CHF | 516,818 CHF | 100.00% | 100.00% |
08/11/2024 | 0.29% | 103.00 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,697 CHF | 516,197 CHF | 100.00% | 100.00% |