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 | 0.30% | 101.00 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,867 CHF | 507,367 CHF | 99.36% | 99.36% |
19/11/2024 | 0.30% | 100.80 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,141 CHF | 505,641 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 101.00 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,597 CHF | 507,097 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 101.50 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,300 CHF | 508,800 CHF | 100.00% | 100.00% |
14/11/2024 | 0.30% | 101.10 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,997 CHF | 507,497 CHF | 99.10% | 99.10% |
13/11/2024 | 0.30% | 101.00 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,004 CHF | 506,504 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 101.00 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,802 CHF | 508,302 CHF | 100.00% | 100.00% |
11/11/2024 | 0.29% | 101.70 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,433 CHF | 509,933 CHF | 100.00% | 100.00% |
08/11/2024 | 0.30% | 101.30 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,108 CHF | 507,608 CHF | 100.00% | 100.00% |
07/11/2024 | 0.30% | 101.40 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,291 CHF | 507,791 CHF | 99.23% | 99.23% |