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% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,638 CHF | 509,138 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 101.15 % | 101.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,330 CHF | 508,830 CHF | 99.38% | 99.38% |
18/11/2024 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,275 CHF | 509,775 CHF | 98.90% | 98.90% |
15/11/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,278 CHF | 509,778 CHF | 99.34% | 99.34% |
14/11/2024 | 0.49% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,746 CHF | 510,246 CHF | 99.38% | 99.38% |
13/11/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,851 CHF | 510,351 CHF | 65.04% | 65.04% |
12/11/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,448 CHF | 510,948 CHF | 99.14% | 99.14% |
11/11/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,825 CHF | 511,325 CHF | 99.37% | 99.37% |
08/11/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,167 CHF | 510,667 CHF | 99.37% | 99.37% |
07/11/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,035 CHF | 510,535 CHF | 98.57% | 98.57% |