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 | 0.47% | 106.96 % | 107.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,777 CHF | 537,277 CHF | 99.50% | 99.50% |
19/11/2024 | 0.47% | 106.92 % | 107.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,564 CHF | 537,064 CHF | 88.87% | 88.87% |
18/11/2024 | 0.47% | 106.79 % | 107.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,283 CHF | 535,783 CHF | 99.17% | 99.17% |
15/11/2024 | 0.47% | 106.78 % | 107.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,551 CHF | 537,051 CHF | 99.50% | 99.50% |
14/11/2024 | 0.47% | 106.95 % | 107.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,754 CHF | 537,254 CHF | 99.49% | 99.49% |
13/11/2024 | 0.47% | 106.92 % | 107.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,700 CHF | 537,200 CHF | 99.49% | 99.49% |
12/11/2024 | 0.47% | 106.90 % | 107.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,568 CHF | 537,068 CHF | 98.25% | 98.25% |
11/11/2024 | 0.47% | 106.90 % | 107.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,560 CHF | 537,060 CHF | 99.49% | 99.49% |
08/11/2024 | 0.47% | 106.90 % | 107.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,495 CHF | 536,995 CHF | 99.33% | 99.33% |
07/11/2024 | 0.47% | 106.88 % | 107.38 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,275 CHF | 536,775 CHF | 99.49% | 99.49% |