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% | 101.95 % | 102.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,867 CHF | 511,367 CHF | 99.37% | 99.37% |
19/11/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,927 CHF | 501,427 CHF | 99.38% | 99.38% |
18/11/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,200 CHF | 503,700 CHF | 98.93% | 98.93% |
15/11/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,727 CHF | 505,227 CHF | 98.90% | 98.90% |
14/11/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,525 CHF | 507,025 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,795 CHF | 502,295 CHF | 65.04% | 65.04% |
12/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,006 CHF | 505,506 CHF | 99.16% | 99.16% |
11/11/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,405 CHF | 507,905 CHF | 99.38% | 99.38% |
08/11/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,570 CHF | 508,070 CHF | 99.38% | 99.38% |
07/11/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,622 CHF | 509,122 CHF | 98.56% | 98.56% |