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 | 0.49% | 102.29 % | 102.79 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,440 CHF | 515,940 CHF | 100.00% | 100.00% |
19/11/2024 | 0.49% | 102.51 % | 103.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,669 CHF | 515,169 CHF | 89.38% | 89.38% |
18/11/2024 | 0.49% | 102.59 % | 103.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,911 CHF | 515,411 CHF | 99.68% | 99.68% |
15/11/2024 | 0.49% | 102.49 % | 102.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,725 CHF | 515,225 CHF | 100.00% | 100.00% |
14/11/2024 | 0.48% | 103.48 % | 103.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,475 CHF | 518,975 CHF | 100.00% | 100.00% |
13/11/2024 | 0.48% | 103.38 % | 103.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,092 CHF | 519,592 CHF | 100.00% | 100.00% |
12/11/2024 | 0.48% | 103.56 % | 104.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,702 CHF | 520,202 CHF | 98.75% | 98.75% |
11/11/2024 | 0.48% | 103.66 % | 104.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,448 CHF | 520,948 CHF | 100.00% | 100.00% |
08/11/2024 | 0.48% | 103.59 % | 104.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,250 CHF | 520,750 CHF | 99.84% | 99.84% |
07/11/2024 | 0.48% | 103.48 % | 103.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,559 CHF | 520,059 CHF | 100.00% | 100.00% |