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% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,996 CHF | 509,496 CHF | 100.00% | 100.00% |
19/11/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,784 CHF | 508,284 CHF | 100.00% | 100.00% |
18/11/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,813 CHF | 508,313 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 101.20 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,782 CHF | 506,282 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,243 CHF | 505,743 CHF | 99.10% | 99.10% |
13/11/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,442 CHF | 507,942 CHF | 100.00% | 100.00% |
12/11/2024 | 0.49% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,061 CHF | 506,561 CHF | 100.00% | 100.00% |
11/11/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,756 CHF | 508,256 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,044 CHF | 507,544 CHF | 100.00% | 100.00% |
07/11/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,692 CHF | 509,192 CHF | 100.00% | 100.00% |