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% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,138 CHF | 507,638 CHF | 99.36% | 99.36% |
19/11/2024 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,222 CHF | 504,722 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 100.80 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,684 CHF | 506,184 CHF | 100.00% | 100.00% |
15/11/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,707 CHF | 507,207 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,094 CHF | 507,594 CHF | 99.10% | 99.10% |
13/11/2024 | 0.30% | 101.00 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,517 CHF | 506,017 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 100.80 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,736 CHF | 506,236 CHF | 100.00% | 100.00% |
11/11/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,031 CHF | 508,531 CHF | 100.00% | 100.00% |
08/11/2024 | 0.30% | 101.20 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,756 CHF | 507,256 CHF | 100.00% | 100.00% |
07/11/2024 | 0.30% | 101.40 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,078 CHF | 508,578 CHF | 99.23% | 99.23% |