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 | 0.49% | 101.21 % | 101.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,894 CHF | 508,394 CHF | 89.36% | 89.36% |
18/11/2024 | 0.49% | 101.26 % | 101.76 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,060 CHF | 508,560 CHF | 99.67% | 99.67% |
15/11/2024 | 0.49% | 101.27 % | 101.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,882 CHF | 509,382 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 101.54 % | 102.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,485 CHF | 509,985 CHF | 100.00% | 100.00% |
13/11/2024 | 0.49% | 101.41 % | 101.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,950 CHF | 509,450 CHF | 100.00% | 100.00% |
12/11/2024 | 0.49% | 101.44 % | 101.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,636 CHF | 510,136 CHF | 98.71% | 98.71% |
11/11/2024 | 0.49% | 101.66 % | 102.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,365 CHF | 510,865 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 101.53 % | 102.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,506 CHF | 510,006 CHF | 99.85% | 99.85% |
07/11/2024 | 0.49% | 101.56 % | 102.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,766 CHF | 510,266 CHF | 100.00% | 100.00% |
06/11/2024 | 0.49% | 101.37 % | 101.87 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,449 CHF | 509,949 CHF | 100.00% | 100.00% |