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% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,370 CHF | 513,370 CHF | 97.94% | 97.94% |
19/11/2024 | 0.78% | 102.00 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,039 CHF | 514,039 CHF | 100.00% | 100.00% |
18/11/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,481 CHF | 513,481 CHF | 100.00% | 100.00% |
15/11/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,095 CHF | 513,095 CHF | 100.00% | 100.00% |
14/11/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,522 CHF | 513,522 CHF | 100.00% | 100.00% |
13/11/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,503 CHF | 513,503 CHF | 100.00% | 100.00% |
12/11/2024 | 0.78% | 102.10 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,693 CHF | 514,693 CHF | 100.00% | 100.00% |
11/11/2024 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,883 CHF | 514,883 CHF | 100.00% | 100.00% |
08/11/2024 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,495 CHF | 514,495 CHF | 100.00% | 100.00% |
07/11/2024 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,039 CHF | 515,039 CHF | 99.24% | 99.24% |