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% | 102.70 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,710 CHF | 516,210 CHF | 99.17% | 99.17% |
19/11/2024 | 0.49% | 102.70 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,452 CHF | 515,952 CHF | 99.17% | 99.17% |
18/11/2024 | 0.49% | 102.75 % | 103.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,609 CHF | 516,109 CHF | 99.19% | 99.19% |
15/11/2024 | 0.49% | 102.75 % | 103.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,826 CHF | 516,326 CHF | 99.17% | 99.17% |
14/11/2024 | 0.49% | 102.85 % | 103.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,150 CHF | 516,650 CHF | 99.15% | 99.15% |
13/11/2024 | 0.49% | 102.75 % | 103.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,933 CHF | 516,433 CHF | 99.17% | 99.17% |
12/11/2024 | 0.49% | 102.85 % | 103.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,203 CHF | 516,703 CHF | 99.17% | 99.17% |
11/11/2024 | 0.48% | 102.85 % | 103.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,228 CHF | 516,728 CHF | 99.17% | 99.17% |
08/11/2024 | 0.49% | 102.85 % | 103.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,170 CHF | 516,670 CHF | 99.17% | 99.17% |
07/11/2024 | 0.48% | 102.85 % | 103.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,271 CHF | 516,771 CHF | 99.08% | 99.08% |