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 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,350 CHF | 513,350 CHF | 97.95% | 97.95% |
19/11/2024 | 0.98% | 101.60 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,564 CHF | 513,564 CHF | 100.00% | 100.00% |
18/11/2024 | 0.98% | 101.70 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,234 CHF | 513,234 CHF | 100.00% | 100.00% |
15/11/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,265 CHF | 512,265 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,528 CHF | 510,528 CHF | 100.00% | 100.00% |
13/11/2024 | 0.98% | 101.30 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,404 CHF | 511,404 CHF | 100.00% | 100.00% |
12/11/2024 | 0.98% | 101.00 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,676 CHF | 511,676 CHF | 100.00% | 100.00% |
11/11/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,933 CHF | 513,933 CHF | 100.00% | 100.00% |
08/11/2024 | 0.79% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,329 CHF | 505,329 CHF | 100.00% | 100.00% |
07/11/2024 | 0.98% | 101.30 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,976 CHF | 510,976 CHF | 99.23% | 99.23% |