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 | 0.29% | 103.40 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,625 CHF | 519,125 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 103.30 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,019 CHF | 519,519 CHF | 100.00% | 100.00% |
18/11/2024 | 0.29% | 103.30 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,552 CHF | 518,052 CHF | 100.00% | 100.00% |
15/11/2024 | 0.29% | 103.30 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,840 CHF | 518,340 CHF | 100.00% | 100.00% |
14/11/2024 | 0.29% | 103.40 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,951 CHF | 518,451 CHF | 99.10% | 99.10% |
13/11/2024 | 0.29% | 103.30 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,113 CHF | 517,613 CHF | 100.00% | 100.00% |
12/11/2024 | 0.29% | 103.30 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,770 CHF | 518,270 CHF | 100.00% | 100.00% |
11/11/2024 | 0.29% | 103.40 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,662 CHF | 518,162 CHF | 100.00% | 100.00% |
08/11/2024 | 0.48% | 103.10 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,768 CHF | 517,268 CHF | 100.00% | 100.00% |
07/11/2024 | 0.29% | 102.90 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,932 CHF | 516,432 CHF | 99.23% | 99.23% |