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 | 0.48% | 103.50 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,414 CHF | 519,914 CHF | 99.38% | 99.38% |
19/11/2024 | 0.48% | 103.40 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,193 CHF | 519,693 CHF | 99.38% | 99.38% |
18/11/2024 | 0.48% | 103.40 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,802 CHF | 519,302 CHF | 99.38% | 99.38% |
15/11/2024 | 0.48% | 103.25 % | 103.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,389 CHF | 518,889 CHF | 99.38% | 99.38% |
14/11/2024 | 0.48% | 103.35 % | 103.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,843 CHF | 518,343 CHF | 99.38% | 99.38% |
13/11/2024 | 0.48% | 103.30 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,309 CHF | 518,809 CHF | 99.38% | 99.38% |
12/11/2024 | 0.48% | 103.25 % | 103.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,914 CHF | 519,414 CHF | 99.38% | 99.38% |
11/11/2024 | 0.48% | 103.45 % | 103.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,588 CHF | 520,088 CHF | 99.37% | 99.37% |
08/11/2024 | 0.48% | 103.25 % | 103.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,255 CHF | 518,755 CHF | 99.35% | 99.35% |
07/11/2024 | 0.48% | 103.35 % | 103.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,208 CHF | 519,708 CHF | 98.80% | 98.80% |