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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19/11/2024 | 0.78% | 102.18 % | 102.98 % | 500,000 | 500,000 | 499,678 | 500,000 | 510,454 CHF | 514,783 CHF | 89.36% | 89.36% |
18/11/2024 | 0.78% | 102.21 % | 103.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,842 CHF | 514,842 CHF | 99.67% | 99.67% |
15/11/2024 | 0.78% | 102.19 % | 102.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,433 CHF | 515,433 CHF | 100.00% | 100.00% |
14/11/2024 | 0.78% | 102.41 % | 103.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,864 CHF | 515,864 CHF | 100.00% | 100.00% |
13/11/2024 | 0.78% | 102.29 % | 103.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,347 CHF | 515,347 CHF | 100.00% | 100.00% |
12/11/2024 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,883 CHF | 515,883 CHF | 98.71% | 98.71% |
11/11/2024 | 0.78% | 102.48 % | 103.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,423 CHF | 516,423 CHF | 100.00% | 100.00% |
08/11/2024 | 0.78% | 102.33 % | 103.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,554 CHF | 515,554 CHF | 99.84% | 99.84% |
07/11/2024 | 0.78% | 102.35 % | 103.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,743 CHF | 515,743 CHF | 100.00% | 100.00% |
06/11/2024 | 0.78% | 102.18 % | 102.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,407 CHF | 515,407 CHF | 100.00% | 100.00% |