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 | 0.49% | 101.86 % | 102.36 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,708 CHF | 512,208 CHF | 100.00% | 100.00% |
19/11/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,874 CHF | 507,374 CHF | 89.38% | 89.38% |
18/11/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,197 CHF | 509,697 CHF | 99.68% | 99.68% |
15/11/2024 | 0.49% | 101.47 % | 101.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,191 CHF | 511,691 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 102.39 % | 102.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,606 CHF | 514,106 CHF | 100.00% | 100.00% |
13/11/2024 | 0.49% | 102.28 % | 102.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,474 CHF | 513,974 CHF | 100.00% | 100.00% |
12/11/2024 | 0.49% | 102.39 % | 102.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,941 CHF | 515,441 CHF | 98.75% | 98.75% |
11/11/2024 | 0.48% | 102.85 % | 103.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,145 CHF | 517,645 CHF | 100.00% | 100.00% |
08/11/2024 | 0.48% | 103.08 % | 103.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,464 CHF | 517,964 CHF | 99.84% | 99.84% |
07/11/2024 | 0.48% | 102.96 % | 103.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,164 CHF | 517,664 CHF | 100.00% | 100.00% |