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% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,439 CHF | 508,939 CHF | 99.17% | 99.17% |
19/11/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,442 CHF | 508,942 CHF | 99.17% | 99.17% |
18/11/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,569 CHF | 509,069 CHF | 99.19% | 99.19% |
15/11/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,604 CHF | 509,104 CHF | 99.17% | 99.17% |
14/11/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,453 CHF | 507,953 CHF | 99.16% | 99.16% |
13/11/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,603 CHF | 506,103 CHF | 99.17% | 99.17% |
12/11/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,918 CHF | 504,418 CHF | 99.17% | 99.17% |
11/11/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,587 CHF | 508,087 CHF | 99.17% | 99.17% |
08/11/2024 | 0.49% | 101.15 % | 101.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,895 CHF | 508,395 CHF | 99.17% | 99.17% |
07/11/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,534 CHF | 508,034 CHF | 99.08% | 99.08% |