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% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,775 CHF | 510,275 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,395 CHF | 509,895 CHF | 99.38% | 99.38% |
18/11/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,276 CHF | 510,776 CHF | 98.94% | 98.94% |
15/11/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,811 CHF | 511,311 CHF | 99.36% | 99.36% |
14/11/2024 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,756 CHF | 512,256 CHF | 99.38% | 99.38% |
13/11/2024 | 0.49% | 102.05 % | 102.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,235 CHF | 512,735 CHF | 65.03% | 65.03% |
12/11/2024 | 0.49% | 102.05 % | 102.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,212 CHF | 512,712 CHF | 99.14% | 99.14% |
11/11/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,492 CHF | 512,992 CHF | 99.38% | 99.38% |
08/11/2024 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,044 CHF | 512,544 CHF | 99.38% | 99.38% |
07/11/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,340 CHF | 512,840 CHF | 98.57% | 98.57% |