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 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,860 CHF | 506,860 CHF | 98.58% | 98.58% |
19/11/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,102 CHF | 507,102 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,756 CHF | 505,756 CHF | 100.00% | 100.00% |
15/11/2024 | 0.99% | 100.20 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,575 CHF | 506,575 CHF | 100.00% | 100.00% |
14/11/2024 | 0.99% | 100.90 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,592 CHF | 508,592 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,318 CHF | 504,318 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,102 CHF | 508,102 CHF | 100.00% | 100.00% |
11/11/2024 | 0.98% | 101.20 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,970 CHF | 510,970 CHF | 100.00% | 100.00% |
08/11/2024 | 0.99% | 100.90 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,460 CHF | 509,460 CHF | 100.00% | 100.00% |
07/11/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,924 CHF | 508,924 CHF | 99.24% | 99.24% |