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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.47% | 106.57 % | 107.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,867 CHF | 535,367 CHF | 100.00% | 100.00% |
22/11/2024 | 0.47% | 106.46 % | 106.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,203 CHF | 534,703 CHF | 100.00% | 100.00% |
20/11/2024 | 0.47% | 106.26 % | 106.76 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,834 CHF | 534,334 CHF | 100.00% | 100.00% |
19/11/2024 | 0.47% | 106.22 % | 106.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,911 CHF | 533,411 CHF | 89.36% | 89.36% |
18/11/2024 | 0.47% | 106.32 % | 106.82 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,595 CHF | 534,095 CHF | 99.66% | 99.66% |
15/11/2024 | 0.47% | 106.26 % | 106.76 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,899 CHF | 534,399 CHF | 100.00% | 100.00% |
14/11/2024 | 0.47% | 106.49 % | 106.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,400 CHF | 534,900 CHF | 100.00% | 100.00% |
13/11/2024 | 0.47% | 106.44 % | 106.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,239 CHF | 534,739 CHF | 100.00% | 100.00% |
12/11/2024 | 0.47% | 106.47 % | 106.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,669 CHF | 535,169 CHF | 98.73% | 98.73% |
11/11/2024 | 0.47% | 106.60 % | 107.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,983 CHF | 535,483 CHF | 100.00% | 100.00% |