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% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,889 CHF | 510,389 CHF | 100.00% | 100.00% |
19/11/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,554 CHF | 510,054 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 101.40 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,517 CHF | 509,017 CHF | 100.00% | 100.00% |
15/11/2024 | 0.29% | 101.80 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,148 CHF | 511,648 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,579 CHF | 515,079 CHF | 99.10% | 99.10% |
13/11/2024 | 0.48% | 103.00 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,639 CHF | 518,139 CHF | 100.00% | 100.00% |
12/11/2024 | 0.29% | 103.00 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,274 CHF | 516,774 CHF | 100.00% | 100.00% |
11/11/2024 | 0.29% | 103.20 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,722 CHF | 517,222 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,972 CHF | 515,472 CHF | 100.00% | 100.00% |
07/11/2024 | 0.48% | 103.20 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,528 CHF | 518,028 CHF | 99.24% | 99.24% |