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% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,792 CHF | 508,292 CHF | 99.17% | 99.17% |
19/11/2024 | 0.49% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,337 CHF | 506,837 CHF | 99.17% | 99.17% |
18/11/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,914 CHF | 507,414 CHF | 99.19% | 99.19% |
15/11/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,956 CHF | 508,456 CHF | 99.17% | 99.17% |
14/11/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,766 CHF | 509,266 CHF | 99.16% | 99.16% |
13/11/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,804 CHF | 507,304 CHF | 99.17% | 99.17% |
12/11/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,949 CHF | 508,449 CHF | 99.17% | 99.17% |
11/11/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,322 CHF | 510,822 CHF | 99.17% | 99.17% |
08/11/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,693 CHF | 511,193 CHF | 99.17% | 99.17% |
07/11/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,546 CHF | 511,046 CHF | 99.09% | 99.09% |