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 | 0.48% | 103.78 % | 104.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,569 CHF | 522,069 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 103.86 % | 104.36 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,088 CHF | 521,588 CHF | 89.36% | 89.36% |
18/11/2024 | 0.48% | 104.01 % | 104.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,654 CHF | 522,154 CHF | 99.67% | 99.67% |
15/11/2024 | 0.48% | 103.92 % | 104.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,892 CHF | 522,392 CHF | 100.00% | 100.00% |
14/11/2024 | 0.48% | 104.04 % | 104.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,071 CHF | 522,571 CHF | 100.00% | 100.00% |
13/11/2024 | 0.48% | 103.88 % | 104.38 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,342 CHF | 521,842 CHF | 100.00% | 100.00% |
12/11/2024 | 0.48% | 103.86 % | 104.36 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,815 CHF | 522,315 CHF | 98.72% | 98.72% |
11/11/2024 | 0.48% | 104.06 % | 104.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,391 CHF | 522,891 CHF | 100.00% | 100.00% |
08/11/2024 | 0.48% | 103.89 % | 104.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,568 CHF | 522,068 CHF | 99.82% | 99.82% |
07/11/2024 | 0.48% | 103.98 % | 104.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,674 CHF | 522,174 CHF | 100.00% | 100.00% |