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% | 102.70 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,638 CHF | 516,138 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,981 CHF | 514,481 CHF | 99.37% | 99.37% |
18/11/2024 | 0.49% | 102.55 % | 103.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,103 CHF | 515,603 CHF | 98.94% | 98.94% |
15/11/2024 | 0.49% | 102.60 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,486 CHF | 515,986 CHF | 99.36% | 99.36% |
14/11/2024 | 0.49% | 102.60 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,605 CHF | 516,105 CHF | 99.38% | 99.38% |
13/11/2024 | 0.48% | 102.85 % | 103.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,287 CHF | 516,787 CHF | 65.04% | 65.04% |
12/11/2024 | 0.49% | 102.85 % | 103.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,049 CHF | 516,549 CHF | 99.16% | 99.16% |
11/11/2024 | 0.48% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,356 CHF | 516,856 CHF | 99.37% | 99.37% |
08/11/2024 | 0.48% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,381 CHF | 516,881 CHF | 99.38% | 99.38% |
07/11/2024 | 0.48% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,632 CHF | 517,132 CHF | 98.56% | 98.56% |