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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,342 CHF | 510,842 CHF | 99.37% | 99.37% |
22/11/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,152 CHF | 511,652 CHF | 99.37% | 99.37% |
20/11/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,803 CHF | 513,303 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,550 CHF | 513,050 CHF | 99.38% | 99.38% |
18/11/2024 | 0.49% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,778 CHF | 512,278 CHF | 99.38% | 99.38% |
15/11/2024 | 0.49% | 101.85 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,003 CHF | 513,503 CHF | 99.38% | 99.38% |
14/11/2024 | 0.49% | 102.45 % | 102.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,325 CHF | 515,825 CHF | 99.38% | 99.38% |
13/11/2024 | 0.48% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,700 CHF | 518,200 CHF | 99.38% | 99.38% |
12/11/2024 | 0.48% | 103.65 % | 104.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,557 CHF | 519,057 CHF | 99.38% | 99.38% |
11/11/2024 | 0.49% | 102.75 % | 103.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,506 CHF | 516,006 CHF | 99.38% | 99.38% |