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% | 101.77 % | 102.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,670 CHF | 512,670 CHF | 89.36% | 89.36% |
18/11/2024 | 0.78% | 101.83 % | 102.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,864 CHF | 512,864 CHF | 99.67% | 99.67% |
15/11/2024 | 0.78% | 101.82 % | 102.62 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,679 CHF | 513,679 CHF | 100.00% | 100.00% |
14/11/2024 | 0.78% | 102.11 % | 102.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,354 CHF | 514,354 CHF | 100.00% | 100.00% |
13/11/2024 | 0.78% | 101.97 % | 102.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,760 CHF | 513,760 CHF | 100.00% | 100.00% |
12/11/2024 | 0.78% | 102.00 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,492 CHF | 514,492 CHF | 98.72% | 98.72% |
11/11/2024 | 0.78% | 102.24 % | 103.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,296 CHF | 515,296 CHF | 100.00% | 100.00% |
08/11/2024 | 0.78% | 102.09 % | 102.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,308 CHF | 514,308 CHF | 99.84% | 99.84% |
07/11/2024 | 0.78% | 102.13 % | 102.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,568 CHF | 514,568 CHF | 100.00% | 100.00% |
06/11/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,211 CHF | 514,211 CHF | 100.00% | 100.00% |