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 | 0.48% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,296 CHF | 518,796 CHF | 100.00% | 100.00% |
19/11/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,814 CHF | 513,314 CHF | 100.00% | 100.00% |
18/11/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,766 CHF | 512,266 CHF | 100.00% | 100.00% |
15/11/2024 | 0.29% | 101.60 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,158 CHF | 510,658 CHF | 100.00% | 100.00% |
14/11/2024 | 0.30% | 101.50 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,664 CHF | 509,164 CHF | 99.10% | 99.10% |
13/11/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,167 CHF | 508,667 CHF | 100.00% | 100.00% |
12/11/2024 | 0.49% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,800 CHF | 508,300 CHF | 100.00% | 100.00% |
11/11/2024 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 499,840 | 509,566 CHF | 510,902 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,952 CHF | 508,452 CHF | 100.00% | 100.00% |
07/11/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,729 CHF | 510,229 CHF | 100.00% | 100.00% |