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% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,241 CHF | 511,741 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,994 CHF | 509,494 CHF | 99.38% | 99.38% |
18/11/2024 | 0.49% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,645 CHF | 513,145 CHF | 99.38% | 99.38% |
15/11/2024 | 0.49% | 102.25 % | 102.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,112 CHF | 513,612 CHF | 99.38% | 99.38% |
14/11/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,133 CHF | 513,633 CHF | 99.38% | 99.38% |
13/11/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,806 CHF | 513,306 CHF | 99.38% | 99.38% |
12/11/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,116 CHF | 514,616 CHF | 99.38% | 99.38% |
11/11/2024 | 0.49% | 102.70 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,544 CHF | 516,044 CHF | 99.37% | 99.37% |
08/11/2024 | 0.49% | 102.60 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,138 CHF | 515,638 CHF | 99.35% | 99.35% |
07/11/2024 | 0.49% | 102.80 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,796 CHF | 516,296 CHF | 98.80% | 98.80% |