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% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,862 CHF | 506,362 CHF | 100.00% | 100.00% |
19/11/2024 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,901 CHF | 501,451 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,997 CHF | 504,547 CHF | 100.00% | 100.00% |
15/11/2024 | 0.50% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,260 CHF | 505,760 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,803 CHF | 506,303 CHF | 99.10% | 99.10% |
13/11/2024 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,677 CHF | 504,227 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,881 CHF | 505,431 CHF | 100.00% | 100.00% |
11/11/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,329 CHF | 507,829 CHF | 100.00% | 100.00% |
08/11/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,594 CHF | 506,144 CHF | 100.00% | 100.00% |
07/11/2024 | 0.31% | 101.50 % | 101.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,306 CHF | 508,856 CHF | 99.23% | 99.23% |