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 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,553 CHF | 505,102 CHF | 99.37% | 99.37% |
19/11/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,571 CHF | 503,121 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,227 CHF | 503,777 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,693 CHF | 504,242 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,930 CHF | 505,480 CHF | 99.10% | 99.10% |
13/11/2024 | 0.31% | 101.20 % | 101.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,227 CHF | 506,777 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 101.60 % | 101.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,216 CHF | 508,766 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 99.80 % | 100.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,271 CHF | 500,821 CHF | 100.00% | 100.00% |
08/11/2024 | 0.31% | 99.30 % | 99.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,476 CHF | 499,026 CHF | 100.00% | 100.00% |
07/11/2024 | 0.31% | 99.80 % | 100.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,887 CHF | 501,437 CHF | 99.24% | 99.24% |