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% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,781 CHF | 507,281 CHF | 99.37% | 99.37% |
19/11/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,291 CHF | 507,791 CHF | 100.00% | 100.00% |
18/11/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,396 CHF | 507,896 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,655 CHF | 506,203 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,158 CHF | 505,658 CHF | 99.10% | 99.10% |
13/11/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,913 CHF | 506,413 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,782 CHF | 506,282 CHF | 100.00% | 100.00% |
11/11/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,480 CHF | 509,980 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,916 CHF | 506,416 CHF | 100.00% | 100.00% |
07/11/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,582 CHF | 509,082 CHF | 99.23% | 99.23% |