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 | 0.48% | 103.71 % | 104.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,099 CHF | 522,599 CHF | 99.50% | 99.50% |
19/11/2024 | 0.48% | 103.94 % | 104.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,260 CHF | 521,760 CHF | 88.87% | 88.87% |
18/11/2024 | 0.48% | 103.93 % | 104.43 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,728 CHF | 522,228 CHF | 99.17% | 99.17% |
15/11/2024 | 0.48% | 104.14 % | 104.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,578 CHF | 525,078 CHF | 99.49% | 99.49% |
14/11/2024 | 0.48% | 104.70 % | 105.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,135 CHF | 526,635 CHF | 99.49% | 99.49% |
13/11/2024 | 0.48% | 104.65 % | 105.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,273 CHF | 524,773 CHF | 99.49% | 99.49% |
12/11/2024 | 0.48% | 104.29 % | 104.79 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,645 CHF | 524,145 CHF | 98.24% | 98.24% |
11/11/2024 | 0.48% | 104.30 % | 104.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,143 CHF | 524,643 CHF | 99.49% | 99.49% |
08/11/2024 | 0.48% | 104.39 % | 104.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,772 CHF | 524,272 CHF | 99.34% | 99.34% |
07/11/2024 | 0.48% | 104.40 % | 104.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,128 CHF | 523,628 CHF | 99.49% | 99.49% |