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% | 102.80 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,045 CHF | 516,545 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 102.50 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,508 CHF | 515,008 CHF | 99.38% | 99.38% |
18/11/2024 | 0.48% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,352 CHF | 516,852 CHF | 99.37% | 99.37% |
15/11/2024 | 0.48% | 102.95 % | 103.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,248 CHF | 517,748 CHF | 99.38% | 99.38% |
14/11/2024 | 0.48% | 103.20 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,003 CHF | 517,503 CHF | 99.38% | 99.38% |
13/11/2024 | 0.49% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,349 CHF | 515,849 CHF | 99.38% | 99.38% |
12/11/2024 | 0.48% | 103.05 % | 103.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,220 CHF | 518,720 CHF | 99.38% | 99.38% |
11/11/2024 | 0.48% | 103.40 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,666 CHF | 519,166 CHF | 99.37% | 99.37% |
08/11/2024 | 0.48% | 103.05 % | 103.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,551 CHF | 518,051 CHF | 99.35% | 99.35% |
07/11/2024 | 0.48% | 103.20 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,000 CHF | 518,500 CHF | 98.80% | 98.80% |