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 | 0.48% | 103.20 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,510 CHF | 519,010 CHF | 99.37% | 99.37% |
19/11/2024 | 0.48% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,490 CHF | 516,990 CHF | 99.37% | 99.37% |
18/11/2024 | 0.48% | 103.05 % | 103.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,853 CHF | 517,353 CHF | 98.94% | 98.94% |
15/11/2024 | 0.48% | 103.00 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,442 CHF | 517,942 CHF | 99.35% | 99.35% |
14/11/2024 | 0.48% | 103.20 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,162 CHF | 518,662 CHF | 99.38% | 99.38% |
13/11/2024 | 0.48% | 103.30 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,532 CHF | 519,032 CHF | 65.04% | 65.04% |
12/11/2024 | 0.48% | 103.40 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,839 CHF | 520,339 CHF | 99.15% | 99.15% |
11/11/2024 | 0.48% | 103.70 % | 104.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,648 CHF | 521,148 CHF | 99.38% | 99.38% |
08/11/2024 | 0.48% | 103.60 % | 104.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,020 CHF | 520,520 CHF | 99.37% | 99.37% |
07/11/2024 | 0.48% | 103.65 % | 104.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,470 CHF | 520,970 CHF | 98.56% | 98.56% |