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 | 0.47% | 105.64 % | 106.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,523 CHF | 531,023 CHF | 100.00% | 100.00% |
19/11/2024 | 0.47% | 105.55 % | 106.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,967 CHF | 530,467 CHF | 89.36% | 89.36% |
18/11/2024 | 0.47% | 105.65 % | 106.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,091 CHF | 530,591 CHF | 99.66% | 99.66% |
15/11/2024 | 0.47% | 105.40 % | 105.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,011 CHF | 529,511 CHF | 100.00% | 100.00% |
14/11/2024 | 0.47% | 105.41 % | 105.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,136 CHF | 528,636 CHF | 100.00% | 100.00% |
13/11/2024 | 0.47% | 105.18 % | 105.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,930 CHF | 528,430 CHF | 100.00% | 100.00% |
12/11/2024 | 0.47% | 105.09 % | 105.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,230 CHF | 528,730 CHF | 98.73% | 98.73% |
11/11/2024 | 0.47% | 105.40 % | 105.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,205 CHF | 529,705 CHF | 100.00% | 100.00% |
08/11/2024 | 0.47% | 105.20 % | 105.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,067 CHF | 528,567 CHF | 99.85% | 99.85% |
07/11/2024 | 0.47% | 105.27 % | 105.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,794 CHF | 529,294 CHF | 100.00% | 100.00% |