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 | 0.49% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,840 CHF | 506,340 CHF | 99.37% | 99.37% |
19/11/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,649 CHF | 506,149 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 101.10 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,761 CHF | 507,261 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 101.30 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,195 CHF | 508,695 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,115 CHF | 511,615 CHF | 99.10% | 99.10% |
13/11/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,973 CHF | 513,473 CHF | 100.00% | 100.00% |
12/11/2024 | 0.29% | 102.10 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,539 CHF | 512,039 CHF | 100.00% | 100.00% |
11/11/2024 | 0.29% | 102.40 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,036 CHF | 513,536 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,433 CHF | 511,933 CHF | 100.00% | 100.00% |
07/11/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,188 CHF | 513,688 CHF | 99.24% | 99.24% |