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 | 0.75% | 105.70 % | 106.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,815 CHF | 535,815 CHF | 97.95% | 97.95% |
19/11/2024 | 0.75% | 105.80 % | 106.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,238 CHF | 532,238 CHF | 100.00% | 100.00% |
18/11/2024 | 0.93% | 107.10 % | 108.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,420 CHF | 539,420 CHF | 100.00% | 100.00% |
15/11/2024 | 0.93% | 106.80 % | 107.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 535,756 CHF | 540,756 CHF | 100.00% | 100.00% |
14/11/2024 | 0.74% | 107.90 % | 108.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,944 CHF | 542,944 CHF | 100.00% | 100.00% |
13/11/2024 | 0.74% | 107.00 % | 107.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 535,460 CHF | 539,460 CHF | 99.83% | 99.83% |
12/11/2024 | 0.93% | 106.70 % | 107.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 536,478 CHF | 541,478 CHF | 100.00% | 100.00% |
11/11/2024 | 0.92% | 108.60 % | 109.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 542,847 CHF | 547,847 CHF | 100.00% | 100.00% |
08/11/2024 | 0.74% | 107.00 % | 107.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 536,166 CHF | 540,166 CHF | 100.00% | 100.00% |
07/11/2024 | 0.73% | 108.30 % | 109.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 543,094 CHF | 547,094 CHF | 99.23% | 99.23% |