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 | 0.98% | 101.00 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,234 CHF | 511,234 CHF | 97.95% | 97.95% |
19/11/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,006 CHF | 514,006 CHF | 100.00% | 100.00% |
18/11/2024 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,976 CHF | 514,976 CHF | 100.00% | 100.00% |
15/11/2024 | 0.97% | 102.20 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,519 CHF | 517,519 CHF | 100.00% | 100.00% |
14/11/2024 | 0.96% | 103.80 % | 104.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,896 CHF | 522,896 CHF | 100.00% | 100.00% |
13/11/2024 | 0.78% | 103.80 % | 104.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,453 CHF | 517,453 CHF | 100.00% | 100.00% |
12/11/2024 | 0.76% | 103.80 % | 104.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,846 CHF | 528,846 CHF | 100.00% | 100.00% |
11/11/2024 | 0.94% | 105.30 % | 106.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,803 CHF | 531,803 CHF | 100.00% | 100.00% |
08/11/2024 | 0.95% | 104.80 % | 105.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,504 CHF | 528,504 CHF | 100.00% | 100.00% |
07/11/2024 | 0.76% | 104.70 % | 105.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,527 CHF | 528,527 CHF | 99.23% | 99.23% |