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 | 506,763 CHF | 509,263 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,926 CHF | 508,426 CHF | 99.38% | 99.38% |
18/11/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,990 CHF | 508,490 CHF | 98.90% | 98.90% |
15/11/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,347 CHF | 508,847 CHF | 99.35% | 99.35% |
14/11/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,527 CHF | 509,027 CHF | 99.38% | 99.38% |
13/11/2024 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,793 CHF | 509,293 CHF | 65.05% | 65.05% |
12/11/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,645 CHF | 510,145 CHF | 99.15% | 99.15% |
11/11/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,829 CHF | 510,329 CHF | 99.38% | 99.38% |
08/11/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,580 CHF | 510,080 CHF | 99.37% | 99.37% |
07/11/2024 | 0.49% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,834 CHF | 510,334 CHF | 98.56% | 98.56% |