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% | 102.15 % | 102.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,173 CHF | 512,673 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,973 CHF | 511,473 CHF | 99.38% | 99.38% |
18/11/2024 | 0.49% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,201 CHF | 511,701 CHF | 99.38% | 99.38% |
15/11/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,012 CHF | 511,512 CHF | 99.38% | 99.38% |
14/11/2024 | 0.49% | 101.95 % | 102.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,460 CHF | 511,960 CHF | 99.38% | 99.38% |
13/11/2024 | 0.49% | 101.85 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,759 CHF | 511,259 CHF | 99.38% | 99.38% |
12/11/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,371 CHF | 511,871 CHF | 99.38% | 99.38% |
11/11/2024 | 0.49% | 102.15 % | 102.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,359 CHF | 512,859 CHF | 99.37% | 99.37% |
08/11/2024 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,966 CHF | 511,466 CHF | 99.35% | 99.35% |
07/11/2024 | 0.49% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,795 CHF | 512,295 CHF | 98.80% | 98.80% |