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 | 0.79% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,580 CHF | 505,580 CHF | 97.95% | 97.95% |
19/11/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,662 CHF | 504,662 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,977 CHF | 507,977 CHF | 100.00% | 100.00% |
15/11/2024 | 0.78% | 101.40 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,427 CHF | 512,427 CHF | 100.00% | 100.00% |
14/11/2024 | 0.78% | 103.10 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,036 CHF | 517,036 CHF | 100.00% | 100.00% |
13/11/2024 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,604 CHF | 517,604 CHF | 100.00% | 100.00% |
12/11/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,446 CHF | 517,446 CHF | 100.00% | 100.00% |
11/11/2024 | 0.77% | 103.80 % | 104.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,181 CHF | 523,181 CHF | 100.00% | 100.00% |
08/11/2024 | 0.77% | 102.90 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,823 CHF | 519,823 CHF | 100.00% | 100.00% |
07/11/2024 | 0.77% | 103.50 % | 104.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,929 CHF | 522,929 CHF | 99.24% | 99.24% |