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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.29% | 101.60 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,050 CHF | 509,550 CHF | 99.90% | 99.90% |
20/11/2024 | 0.30% | 101.50 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,517 CHF | 509,017 CHF | 99.37% | 99.37% |
19/11/2024 | 0.30% | 101.50 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,322 CHF | 508,822 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 101.10 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,712 CHF | 507,212 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 101.00 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,232 CHF | 507,732 CHF | 100.00% | 100.00% |
14/11/2024 | 0.29% | 101.70 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,500 CHF | 510,000 CHF | 99.10% | 99.10% |
13/11/2024 | 0.29% | 101.70 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,246 CHF | 509,746 CHF | 100.00% | 100.00% |
12/11/2024 | 0.29% | 102.00 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,706 CHF | 511,206 CHF | 100.00% | 100.00% |
11/11/2024 | 0.29% | 101.80 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,135 CHF | 510,635 CHF | 100.00% | 100.00% |
08/11/2024 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,218 CHF | 510,718 CHF | 100.00% | 100.00% |