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% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,220 CHF | 508,720 CHF | 99.17% | 99.17% |
19/11/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,250 CHF | 508,750 CHF | 99.17% | 99.17% |
18/11/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,250 CHF | 508,750 CHF | 99.22% | 99.22% |
15/11/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,250 CHF | 508,750 CHF | 99.17% | 99.17% |
14/11/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,486 CHF | 508,986 CHF | 99.16% | 99.16% |
13/11/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,532 CHF | 509,032 CHF | 99.17% | 99.17% |
12/11/2024 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,750 CHF | 509,250 CHF | 99.17% | 99.17% |
11/11/2024 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,750 CHF | 509,250 CHF | 99.17% | 99.17% |
08/11/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,000 CHF | 509,500 CHF | 99.17% | 99.17% |
07/11/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,000 CHF | 509,500 CHF | 99.08% | 99.08% |