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% | 102.75 % | 103.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,676 CHF | 517,176 CHF | 99.17% | 99.17% |
19/11/2024 | 0.49% | 102.85 % | 103.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,999 CHF | 516,499 CHF | 99.17% | 99.17% |
18/11/2024 | 0.48% | 103.00 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,963 CHF | 517,463 CHF | 99.20% | 99.20% |
15/11/2024 | 0.48% | 103.00 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,476 CHF | 517,976 CHF | 99.17% | 99.17% |
14/11/2024 | 0.48% | 102.95 % | 103.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,754 CHF | 517,254 CHF | 99.16% | 99.16% |
13/11/2024 | 0.48% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,802 CHF | 517,302 CHF | 99.17% | 99.17% |
12/11/2024 | 0.48% | 102.95 % | 103.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,782 CHF | 518,282 CHF | 99.17% | 99.17% |
11/11/2024 | 0.48% | 103.40 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,864 CHF | 519,364 CHF | 99.17% | 99.17% |
08/11/2024 | 0.48% | 103.20 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,675 CHF | 518,175 CHF | 99.17% | 99.17% |
07/11/2024 | 0.48% | 103.10 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,660 CHF | 517,160 CHF | 99.08% | 99.08% |