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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.30% | 101.40 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,219 CHF | 508,719 CHF | 100.00% | 100.00% |
22/11/2024 | 0.29% | 102.10 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,273 CHF | 510,773 CHF | 99.90% | 99.90% |
20/11/2024 | 0.30% | 101.00 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,566 CHF | 506,066 CHF | 99.37% | 99.37% |
19/11/2024 | 0.30% | 100.80 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,856 CHF | 505,356 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,484 CHF | 505,984 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 101.00 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,523 CHF | 507,023 CHF | 100.00% | 100.00% |
14/11/2024 | 0.30% | 101.70 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,247 CHF | 508,747 CHF | 99.10% | 99.10% |
13/11/2024 | 0.30% | 101.20 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,192 CHF | 507,692 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 101.30 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,925 CHF | 508,425 CHF | 100.00% | 100.00% |
11/11/2024 | 0.29% | 101.70 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,497 CHF | 509,997 CHF | 100.00% | 100.00% |