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% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,683 CHF | 508,183 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,193 CHF | 504,693 CHF | 99.37% | 99.37% |
18/11/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,808 CHF | 505,308 CHF | 98.94% | 98.94% |
15/11/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,510 CHF | 506,010 CHF | 99.35% | 99.35% |
14/11/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,605 CHF | 507,105 CHF | 99.38% | 99.38% |
13/11/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,131 CHF | 507,631 CHF | 65.04% | 65.04% |
12/11/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,013 CHF | 509,513 CHF | 99.15% | 99.15% |
11/11/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,215 CHF | 510,715 CHF | 99.38% | 99.38% |
08/11/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,050 CHF | 509,550 CHF | 99.38% | 99.38% |
07/11/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,655 CHF | 510,155 CHF | 98.56% | 98.56% |