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% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,741 CHF | 510,241 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,358 CHF | 509,858 CHF | 99.38% | 99.38% |
18/11/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,293 CHF | 510,793 CHF | 98.94% | 98.94% |
15/11/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,897 CHF | 511,397 CHF | 99.34% | 99.34% |
14/11/2024 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,852 CHF | 512,352 CHF | 99.37% | 99.37% |
13/11/2024 | 0.49% | 102.05 % | 102.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,352 CHF | 512,852 CHF | 65.03% | 65.03% |
12/11/2024 | 0.49% | 102.05 % | 102.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,277 CHF | 512,777 CHF | 99.14% | 99.14% |
11/11/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,622 CHF | 513,122 CHF | 99.38% | 99.38% |
08/11/2024 | 0.49% | 102.05 % | 102.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,170 CHF | 512,670 CHF | 99.37% | 99.37% |
07/11/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,444 CHF | 512,944 CHF | 98.56% | 98.56% |