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 | 509,495 CHF | 511,995 CHF | 99.17% | 99.17% |
19/11/2024 | 0.49% | 101.95 % | 102.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,898 CHF | 512,398 CHF | 99.17% | 99.17% |
18/11/2024 | 0.49% | 101.85 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,827 CHF | 512,327 CHF | 99.20% | 99.20% |
15/11/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,079 CHF | 511,579 CHF | 99.17% | 99.17% |
14/11/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,077 CHF | 511,577 CHF | 99.14% | 99.14% |
13/11/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,610 CHF | 511,110 CHF | 99.17% | 99.17% |
12/11/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,891 CHF | 511,391 CHF | 99.17% | 99.17% |
11/11/2024 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,572 CHF | 513,072 CHF | 99.17% | 99.17% |
08/11/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,846 CHF | 513,346 CHF | 99.17% | 99.17% |
07/11/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,712 CHF | 513,212 CHF | 99.08% | 99.08% |