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% | 104.14 % | 104.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,055 CHF | 523,555 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 104.28 % | 104.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,381 CHF | 523,881 CHF | 89.36% | 89.36% |
18/11/2024 | 0.48% | 104.30 % | 104.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,565 CHF | 524,065 CHF | 99.67% | 99.67% |
15/11/2024 | 0.48% | 104.29 % | 104.79 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,409 CHF | 523,909 CHF | 100.00% | 100.00% |
14/11/2024 | 0.48% | 104.32 % | 104.82 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,546 CHF | 524,046 CHF | 100.00% | 100.00% |
13/11/2024 | 0.48% | 104.09 % | 104.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,723 CHF | 523,223 CHF | 100.00% | 100.00% |
12/11/2024 | 0.48% | 104.22 % | 104.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,238 CHF | 523,738 CHF | 98.72% | 98.72% |
11/11/2024 | 0.48% | 104.46 % | 104.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,801 CHF | 525,301 CHF | 100.00% | 100.00% |
08/11/2024 | 0.48% | 104.72 % | 105.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,484 CHF | 525,984 CHF | 99.83% | 99.83% |
07/11/2024 | 0.48% | 104.68 % | 105.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,473 CHF | 525,973 CHF | 100.00% | 100.00% |