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% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,213 CHF | 510,713 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,846 CHF | 510,346 CHF | 99.38% | 99.38% |
18/11/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,022 CHF | 510,522 CHF | 98.90% | 98.90% |
15/11/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,718 CHF | 511,218 CHF | 99.35% | 99.35% |
14/11/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,799 CHF | 511,299 CHF | 99.37% | 99.37% |
13/11/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,351 CHF | 510,851 CHF | 65.04% | 65.04% |
12/11/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,553 CHF | 512,053 CHF | 99.15% | 99.15% |
11/11/2024 | 0.49% | 102.05 % | 102.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,269 CHF | 512,769 CHF | 99.38% | 99.38% |
08/11/2024 | 0.49% | 101.95 % | 102.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,730 CHF | 512,230 CHF | 99.37% | 99.37% |
07/11/2024 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,526 CHF | 512,026 CHF | 98.57% | 98.57% |