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% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,102 CHF | 513,602 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,887 CHF | 511,387 CHF | 99.37% | 99.37% |
18/11/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,618 CHF | 513,118 CHF | 98.94% | 98.94% |
15/11/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,069 CHF | 513,569 CHF | 99.36% | 99.36% |
14/11/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,605 CHF | 514,105 CHF | 99.38% | 99.38% |
13/11/2024 | 0.49% | 102.45 % | 102.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,936 CHF | 514,436 CHF | 65.05% | 65.05% |
12/11/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,108 CHF | 513,608 CHF | 99.16% | 99.16% |
11/11/2024 | 0.49% | 102.35 % | 102.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,581 CHF | 514,081 CHF | 99.37% | 99.37% |
08/11/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,940 CHF | 513,440 CHF | 99.37% | 99.37% |
07/11/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,730 CHF | 514,230 CHF | 98.56% | 98.56% |