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 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,240 CHF | 506,240 CHF | 97.95% | 97.95% |
19/11/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,553 CHF | 506,553 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,363 CHF | 506,363 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,754 CHF | 503,754 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,768 CHF | 501,768 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,339 CHF | 497,339 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,751 CHF | 502,751 CHF | 100.00% | 100.00% |
11/11/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,422 CHF | 506,422 CHF | 100.00% | 100.00% |
08/11/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,421 CHF | 506,421 CHF | 100.00% | 100.00% |
07/11/2024 | 0.79% | 101.40 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,061 CHF | 511,061 CHF | 99.23% | 99.23% |