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% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,509 CHF | 507,009 CHF | 99.37% | 99.37% |
19/11/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,742 CHF | 507,242 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 101.20 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,321 CHF | 507,821 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 101.30 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,352 CHF | 508,852 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,532 CHF | 511,032 CHF | 99.10% | 99.10% |
13/11/2024 | 0.49% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,070 CHF | 512,570 CHF | 100.00% | 100.00% |
12/11/2024 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,609 CHF | 511,109 CHF | 100.00% | 100.00% |
11/11/2024 | 0.29% | 102.20 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,915 CHF | 512,415 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,504 CHF | 511,004 CHF | 100.00% | 100.00% |
07/11/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,041 CHF | 512,541 CHF | 99.23% | 99.23% |