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 | 0.31% | 101.30 % | 101.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,561 CHF | 508,109 CHF | 100.00% | 100.00% |
19/11/2024 | 0.31% | 101.30 % | 101.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,064 CHF | 507,614 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 102.20 % | 102.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,045 CHF | 512,595 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 102.10 % | 102.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,550 CHF | 513,098 CHF | 100.00% | 100.00% |
14/11/2024 | 0.30% | 102.40 % | 102.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,200 CHF | 513,750 CHF | 99.10% | 99.10% |
13/11/2024 | 0.30% | 102.50 % | 102.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,822 CHF | 513,372 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 103.20 % | 103.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,438 CHF | 517,988 CHF | 100.00% | 100.00% |
11/11/2024 | 0.30% | 102.60 % | 102.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,138 CHF | 514,688 CHF | 100.00% | 100.00% |
08/11/2024 | 0.30% | 102.00 % | 102.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,192 CHF | 512,742 CHF | 100.00% | 100.00% |
07/11/2024 | 0.30% | 102.50 % | 102.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,417 CHF | 514,967 CHF | 99.24% | 99.24% |