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 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,215 CHF | 508,715 CHF | 99.37% | 99.37% |
19/11/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,213 CHF | 506,713 CHF | 100.00% | 100.00% |
18/11/2024 | 0.50% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,409 CHF | 505,909 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,514 CHF | 506,063 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,910 CHF | 506,460 CHF | 99.10% | 99.10% |
13/11/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,679 CHF | 507,179 CHF | 100.00% | 100.00% |
12/11/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,439 CHF | 508,939 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 101.40 % | 101.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,054 CHF | 508,604 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,482 CHF | 508,982 CHF | 100.00% | 100.00% |
07/11/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,667 CHF | 511,167 CHF | 99.23% | 99.23% |