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 | 0.30% | 101.40 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,466 CHF | 507,966 CHF | 100.00% | 100.00% |
19/11/2024 | 0.30% | 101.20 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,318 CHF | 505,818 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 101.20 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,180 CHF | 507,680 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 101.40 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,210 CHF | 508,710 CHF | 100.00% | 100.00% |
14/11/2024 | 0.30% | 101.40 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,975 CHF | 508,475 CHF | 99.10% | 99.10% |
13/11/2024 | 0.30% | 100.70 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,121 CHF | 504,621 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 100.70 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,167 CHF | 505,667 CHF | 100.00% | 100.00% |
11/11/2024 | 0.30% | 101.00 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,695 CHF | 506,195 CHF | 100.00% | 100.00% |
08/11/2024 | 0.30% | 100.70 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,156 CHF | 504,656 CHF | 100.00% | 100.00% |
07/11/2024 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,017 CHF | 505,517 CHF | 99.24% | 99.24% |