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 | 507,632 CHF | 509,132 CHF | 99.37% | 99.37% |
19/11/2024 | 0.30% | 101.00 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,660 CHF | 506,160 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 101.50 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,251 CHF | 508,751 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 101.10 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,596 CHF | 507,096 CHF | 100.00% | 100.00% |
14/11/2024 | 0.30% | 101.10 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,810 CHF | 506,310 CHF | 99.10% | 99.10% |
13/11/2024 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,501 CHF | 505,001 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 100.80 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,404 CHF | 506,904 CHF | 100.00% | 100.00% |
11/11/2024 | 0.29% | 101.70 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,230 CHF | 510,730 CHF | 100.00% | 100.00% |
08/11/2024 | 0.29% | 101.70 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,955 CHF | 510,455 CHF | 100.00% | 100.00% |
07/11/2024 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,432 CHF | 509,932 CHF | 99.24% | 99.24% |