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 | 0.30% | 101.40 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,065 CHF | 508,565 CHF | 99.37% | 99.37% |
19/11/2024 | 0.30% | 101.20 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,095 CHF | 507,595 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 101.40 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,002 CHF | 508,502 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 101.50 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,627 CHF | 509,127 CHF | 100.00% | 100.00% |
14/11/2024 | 0.29% | 101.70 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,761 CHF | 509,261 CHF | 99.10% | 99.10% |
13/11/2024 | 0.30% | 101.40 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,294 CHF | 507,794 CHF | 100.00% | 100.00% |
12/11/2024 | 0.29% | 101.50 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,915 CHF | 509,415 CHF | 100.00% | 100.00% |
11/11/2024 | 0.29% | 101.70 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,389 CHF | 509,889 CHF | 100.00% | 100.00% |
08/11/2024 | 0.30% | 101.50 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,415 CHF | 508,915 CHF | 100.00% | 100.00% |
07/11/2024 | 0.29% | 101.60 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,283 CHF | 509,783 CHF | 99.23% | 99.23% |