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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.48% | 104.47 % | 104.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,525 CHF | 524,025 CHF | 100.00% | 100.00% |
22/11/2024 | 0.48% | 104.39 % | 104.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,668 CHF | 524,168 CHF | 100.00% | 100.00% |
20/11/2024 | 0.48% | 103.80 % | 104.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,258 CHF | 523,758 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 104.32 % | 104.82 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,661 CHF | 522,161 CHF | 89.37% | 89.37% |
18/11/2024 | 0.48% | 104.12 % | 104.62 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,954 CHF | 523,454 CHF | 99.68% | 99.68% |
15/11/2024 | 0.48% | 104.25 % | 104.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,925 CHF | 524,425 CHF | 100.00% | 100.00% |
14/11/2024 | 0.48% | 104.55 % | 105.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,460 CHF | 524,960 CHF | 100.00% | 100.00% |
13/11/2024 | 0.48% | 104.36 % | 104.86 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,111 CHF | 524,611 CHF | 100.00% | 100.00% |
12/11/2024 | 0.48% | 104.42 % | 104.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,032 CHF | 526,532 CHF | 98.73% | 98.73% |
11/11/2024 | 0.47% | 105.02 % | 105.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,192 CHF | 527,692 CHF | 100.00% | 100.00% |