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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.49% | 102.55 % | 103.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,668 CHF | 515,168 CHF | 99.37% | 99.37% |
20/11/2024 | 0.49% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,231 CHF | 514,731 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,069 CHF | 514,569 CHF | 99.37% | 99.37% |
18/11/2024 | 0.49% | 102.45 % | 102.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,218 CHF | 514,718 CHF | 99.37% | 99.37% |
15/11/2024 | 0.49% | 102.45 % | 102.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,042 CHF | 514,542 CHF | 99.38% | 99.38% |
14/11/2024 | 0.49% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,641 CHF | 514,141 CHF | 99.37% | 99.37% |
13/11/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,484 CHF | 513,984 CHF | 99.38% | 99.38% |
12/11/2024 | 0.49% | 102.25 % | 102.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,646 CHF | 514,146 CHF | 99.38% | 99.38% |
11/11/2024 | 0.49% | 102.45 % | 102.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,178 CHF | 514,678 CHF | 99.37% | 99.37% |
08/11/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,600 CHF | 514,100 CHF | 99.35% | 99.35% |