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 | 0.50% | 102.70 % | 103.20 % | 500,000 | 500,000 | 146,752 | 146,752 | 150,789 CHF | 151,524 CHF | 99.01% | 99.01% |
19/11/2024 | 1.13% | 102.70 % | 103.20 % | 500,000 | 500,000 | 130,651 | 130,651 | 134,174 CHF | 134,993 CHF | 100.00% | 100.00% |
18/11/2024 | 0.52% | 102.70 % | 103.20 % | 500,000 | 500,000 | 145,443 | 145,443 | 149,226 CHF | 149,959 CHF | 99.77% | 99.77% |
15/11/2024 | 0.50% | 103.00 % | 103.50 % | 500,000 | 500,000 | 144,900 | 144,900 | 149,279 CHF | 150,004 CHF | 98.23% | 98.23% |
14/11/2024 | 0.50% | 103.10 % | 103.60 % | 500,000 | 500,000 | 145,717 | 145,717 | 150,234 CHF | 150,966 CHF | 99.10% | 99.10% |
13/11/2024 | 0.51% | 103.00 % | 103.50 % | 500,000 | 500,000 | 144,458 | 144,458 | 148,792 CHF | 149,519 CHF | 100.00% | 100.00% |
12/11/2024 | 1.13% | 103.20 % | 103.70 % | 500,000 | 500,000 | 115,825 | 115,825 | 119,513 CHF | 120,317 CHF | 100.00% | 100.00% |
11/11/2024 | 0.51% | 103.10 % | 103.60 % | 500,000 | 500,000 | 144,349 | 144,349 | 148,888 CHF | 149,615 CHF | 100.00% | 100.00% |
08/11/2024 | 0.59% | 103.20 % | 103.70 % | 500,000 | 500,000 | 140,427 | 140,427 | 144,942 CHF | 145,655 CHF | 100.00% | 100.00% |
07/11/2024 | 0.50% | 103.10 % | 103.60 % | 500,000 | 500,000 | 145,027 | 145,027 | 149,415 CHF | 150,144 CHF | 99.76% | 99.76% |