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 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,842 CHF | 511,342 CHF | 99.37% | 99.37% |
19/11/2024 | 0.29% | 101.80 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,382 CHF | 510,882 CHF | 100.00% | 100.00% |
18/11/2024 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,596 CHF | 511,096 CHF | 100.00% | 100.00% |
15/11/2024 | 0.29% | 102.10 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,383 CHF | 511,883 CHF | 100.00% | 100.00% |
14/11/2024 | 0.29% | 102.00 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,027 CHF | 511,527 CHF | 99.10% | 99.10% |
13/11/2024 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,757 CHF | 511,257 CHF | 100.00% | 100.00% |
12/11/2024 | 0.29% | 102.00 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,435 CHF | 511,935 CHF | 100.00% | 100.00% |
11/11/2024 | 0.29% | 102.10 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,690 CHF | 512,190 CHF | 100.00% | 100.00% |
08/11/2024 | 0.29% | 102.00 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,980 CHF | 511,480 CHF | 100.00% | 100.00% |
07/11/2024 | 0.29% | 102.30 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,026 CHF | 512,526 CHF | 99.23% | 99.23% |