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 | 507,784 CHF | 510,284 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,412 CHF | 509,912 CHF | 99.37% | 99.37% |
18/11/2024 | 0.49% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,563 CHF | 510,063 CHF | 98.94% | 98.94% |
15/11/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,212 CHF | 510,712 CHF | 99.34% | 99.34% |
14/11/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,289 CHF | 510,789 CHF | 99.37% | 99.37% |
13/11/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,943 CHF | 510,443 CHF | 65.04% | 65.04% |
12/11/2024 | 0.49% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,047 CHF | 511,547 CHF | 99.14% | 99.14% |
11/11/2024 | 0.49% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,696 CHF | 512,196 CHF | 99.37% | 99.37% |
08/11/2024 | 0.49% | 101.85 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,220 CHF | 511,720 CHF | 99.37% | 99.37% |
07/11/2024 | 0.49% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,053 CHF | 511,553 CHF | 98.56% | 98.56% |