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% | 103.39 % | 103.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,791 CHF | 520,291 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 103.44 % | 103.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,719 CHF | 519,219 CHF | 89.38% | 89.38% |
18/11/2024 | 0.48% | 103.00 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,903 CHF | 517,403 CHF | 99.36% | 99.36% |
15/11/2024 | 0.48% | 103.31 % | 103.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,053 CHF | 517,553 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 102.88 % | 103.38 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,479 CHF | 515,979 CHF | 100.00% | 100.00% |
13/11/2024 | 0.49% | 102.13 % | 102.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,470 CHF | 512,970 CHF | 100.00% | 100.00% |
12/11/2024 | 0.48% | 102.57 % | 103.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,379 CHF | 517,879 CHF | 98.75% | 98.75% |
11/11/2024 | 0.48% | 103.60 % | 104.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,371 CHF | 520,871 CHF | 100.00% | 100.00% |
08/11/2024 | 0.48% | 103.51 % | 104.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,872 CHF | 520,372 CHF | 99.84% | 99.84% |
07/11/2024 | 0.48% | 103.59 % | 104.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,044 CHF | 520,544 CHF | 100.00% | 100.00% |