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% | 102.05 % | 102.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,343 CHF | 513,843 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,534 CHF | 511,034 CHF | 99.37% | 99.37% |
18/11/2024 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,450 CHF | 512,950 CHF | 99.37% | 99.37% |
15/11/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,333 CHF | 510,833 CHF | 99.38% | 99.38% |
14/11/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,216 CHF | 509,716 CHF | 99.38% | 99.38% |
13/11/2024 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,925 CHF | 509,425 CHF | 99.38% | 99.38% |
12/11/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,029 CHF | 511,529 CHF | 99.38% | 99.38% |
11/11/2024 | 0.48% | 102.65 % | 103.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,236 CHF | 516,736 CHF | 99.37% | 99.37% |
08/11/2024 | 0.49% | 102.80 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,896 CHF | 516,396 CHF | 99.35% | 99.35% |
07/11/2024 | 0.49% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,986 CHF | 515,486 CHF | 98.79% | 98.79% |