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% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,424 CHF | 507,924 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,267 CHF | 507,767 CHF | 99.37% | 99.37% |
18/11/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,749 CHF | 507,249 CHF | 99.38% | 99.38% |
15/11/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,733 CHF | 506,233 CHF | 99.38% | 99.38% |
14/11/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,099 CHF | 506,599 CHF | 99.38% | 99.38% |
13/11/2024 | 0.49% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,888 CHF | 506,388 CHF | 99.38% | 99.38% |
12/11/2024 | 0.49% | 101.15 % | 101.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,912 CHF | 508,412 CHF | 99.38% | 99.38% |
11/11/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,405 CHF | 509,905 CHF | 99.37% | 99.37% |
08/11/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,349 CHF | 509,849 CHF | 99.35% | 99.35% |
07/11/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,703 CHF | 510,203 CHF | 98.80% | 98.80% |