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 | 0.48% | 103.80 % | 104.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,046 CHF | 521,546 CHF | 99.37% | 99.37% |
19/11/2024 | 0.48% | 103.40 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,314 CHF | 519,814 CHF | 100.00% | 100.00% |
18/11/2024 | 0.48% | 103.60 % | 104.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,086 CHF | 520,586 CHF | 100.00% | 100.00% |
15/11/2024 | 0.29% | 103.70 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,789 CHF | 519,289 CHF | 100.00% | 100.00% |
14/11/2024 | 0.48% | 103.40 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,234 CHF | 517,734 CHF | 99.10% | 99.10% |
13/11/2024 | 0.48% | 103.50 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,098 CHF | 519,598 CHF | 100.00% | 100.00% |
12/11/2024 | 0.48% | 103.10 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,158 CHF | 518,658 CHF | 100.00% | 100.00% |
11/11/2024 | 0.48% | 103.50 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,406 CHF | 519,906 CHF | 100.00% | 100.00% |
08/11/2024 | 0.48% | 103.40 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,748 CHF | 520,248 CHF | 100.00% | 100.00% |
07/11/2024 | 0.48% | 103.90 % | 104.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,801 CHF | 522,301 CHF | 99.23% | 99.23% |