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% | 100.71 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,056 CHF | 507,556 CHF | 100.00% | 100.00% |
19/11/2024 | 0.50% | 100.23 % | 100.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,665 CHF | 503,165 CHF | 89.36% | 89.36% |
18/11/2024 | 0.49% | 100.93 % | 101.43 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,443 CHF | 507,943 CHF | 99.67% | 99.67% |
15/11/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,603 CHF | 508,103 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 101.31 % | 101.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,263 CHF | 507,763 CHF | 100.00% | 100.00% |
13/11/2024 | 0.49% | 100.88 % | 101.38 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,187 CHF | 506,687 CHF | 100.00% | 100.00% |
12/11/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,293 CHF | 509,793 CHF | 98.72% | 98.72% |
11/11/2024 | 0.49% | 101.92 % | 102.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,048 CHF | 511,548 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 101.43 % | 101.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,681 CHF | 509,181 CHF | 99.85% | 99.85% |
07/11/2024 | 0.49% | 101.66 % | 102.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,690 CHF | 511,190 CHF | 100.00% | 100.00% |