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 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,866 CHF | 509,866 CHF | 99.37% | 99.37% |
19/11/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,875 CHF | 506,875 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,018 CHF | 508,018 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,443 CHF | 508,443 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,766 CHF | 509,766 CHF | 99.10% | 99.10% |
13/11/2024 | 0.79% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,743 CHF | 510,743 CHF | 100.00% | 100.00% |
12/11/2024 | 0.78% | 101.60 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,244 CHF | 512,244 CHF | 100.00% | 100.00% |
11/11/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,037 CHF | 507,037 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,860 CHF | 504,860 CHF | 100.00% | 100.00% |
07/11/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,340 CHF | 507,340 CHF | 99.23% | 99.23% |