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% | 101.85 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,204 CHF | 511,704 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,120 CHF | 510,620 CHF | 99.37% | 99.37% |
18/11/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,935 CHF | 511,435 CHF | 98.94% | 98.94% |
15/11/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,196 CHF | 511,696 CHF | 99.36% | 99.36% |
14/11/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,251 CHF | 511,751 CHF | 99.37% | 99.37% |
13/11/2024 | 0.49% | 101.95 % | 102.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,862 CHF | 512,362 CHF | 65.04% | 65.04% |
12/11/2024 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,780 CHF | 512,280 CHF | 99.16% | 99.16% |
11/11/2024 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,021 CHF | 512,521 CHF | 99.37% | 99.37% |
08/11/2024 | 0.49% | 102.05 % | 102.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,146 CHF | 512,646 CHF | 99.37% | 99.37% |
07/11/2024 | 0.49% | 102.05 % | 102.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,268 CHF | 512,768 CHF | 98.56% | 98.56% |