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 | 0.50% | 100.51 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,929 CHF | 505,429 CHF | 100.00% | 100.00% |
19/11/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,746 CHF | 505,246 CHF | 89.38% | 89.38% |
18/11/2024 | 0.50% | 100.72 % | 101.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,457 CHF | 505,957 CHF | 99.68% | 99.68% |
15/11/2024 | 0.50% | 100.67 % | 101.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,770 CHF | 506,270 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 100.77 % | 101.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,440 CHF | 505,940 CHF | 100.00% | 100.00% |
13/11/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,784 CHF | 505,284 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 100.52 % | 101.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,078 CHF | 505,578 CHF | 98.75% | 98.75% |
11/11/2024 | 0.49% | 100.88 % | 101.38 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,988 CHF | 506,488 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 100.73 % | 101.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,713 CHF | 506,213 CHF | 99.84% | 99.84% |
07/11/2024 | 0.49% | 100.89 % | 101.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,376 CHF | 506,876 CHF | 100.00% | 100.00% |