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 | 0.77% | 103.20 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,447 CHF | 520,447 CHF | 98.58% | 98.58% |
19/11/2024 | 0.77% | 103.20 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,015 CHF | 520,015 CHF | 100.00% | 100.00% |
18/11/2024 | 0.96% | 103.30 % | 104.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,863 CHF | 520,863 CHF | 100.00% | 100.00% |
15/11/2024 | 0.97% | 103.00 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,478 CHF | 519,478 CHF | 100.00% | 100.00% |
14/11/2024 | 0.78% | 102.90 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,603 CHF | 517,603 CHF | 100.00% | 100.00% |
13/11/2024 | 0.77% | 102.90 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,196 CHF | 518,196 CHF | 100.00% | 100.00% |
12/11/2024 | 0.97% | 102.30 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,547 CHF | 517,547 CHF | 100.00% | 100.00% |
11/11/2024 | 0.97% | 103.00 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,112 CHF | 520,112 CHF | 100.00% | 100.00% |
08/11/2024 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,086 CHF | 517,086 CHF | 100.00% | 100.00% |
07/11/2024 | 0.77% | 103.00 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,107 CHF | 519,107 CHF | 100.00% | 100.00% |