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 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,133 CHF | 505,682 CHF | 99.37% | 99.37% |
19/11/2024 | 0.31% | 100.50 % | 100.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,517 CHF | 504,067 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,337 CHF | 504,887 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,839 CHF | 506,388 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,703 CHF | 505,253 CHF | 99.10% | 99.10% |
13/11/2024 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,784 CHF | 504,334 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,433 CHF | 505,983 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 101.20 % | 101.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,856 CHF | 507,406 CHF | 100.00% | 100.00% |
08/11/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,176 CHF | 505,726 CHF | 100.00% | 100.00% |
07/11/2024 | 0.31% | 101.10 % | 101.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,927 CHF | 506,477 CHF | 99.23% | 99.23% |