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% | 105.32 % | 105.82 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,469 CHF | 529,969 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 105.14 % | 105.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,953 CHF | 527,453 CHF | 89.39% | 89.39% |
18/11/2024 | 0.47% | 105.26 % | 105.76 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,687 CHF | 528,187 CHF | 99.66% | 99.66% |
15/11/2024 | 0.47% | 104.59 % | 105.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,517 CHF | 529,017 CHF | 100.00% | 100.00% |
14/11/2024 | 0.47% | 106.13 % | 106.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,156 CHF | 532,656 CHF | 100.00% | 100.00% |
13/11/2024 | 0.47% | 105.88 % | 106.38 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,084 CHF | 531,584 CHF | 100.00% | 100.00% |
12/11/2024 | 0.47% | 106.00 % | 106.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,754 CHF | 533,254 CHF | 98.73% | 98.73% |
11/11/2024 | 0.47% | 106.20 % | 106.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,992 CHF | 533,492 CHF | 100.00% | 100.00% |
08/11/2024 | 0.47% | 105.86 % | 106.36 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,031 CHF | 531,531 CHF | 99.85% | 99.85% |
07/11/2024 | 0.47% | 105.85 % | 106.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,315 CHF | 531,815 CHF | 100.00% | 100.00% |