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% | 103.35 % | 103.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,092 CHF | 519,592 CHF | 99.38% | 99.38% |
19/11/2024 | 0.48% | 103.25 % | 103.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,388 CHF | 518,888 CHF | 99.37% | 99.37% |
18/11/2024 | 0.48% | 103.40 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,923 CHF | 519,423 CHF | 99.37% | 99.37% |
15/11/2024 | 0.48% | 103.25 % | 103.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,971 CHF | 518,471 CHF | 99.38% | 99.38% |
14/11/2024 | 0.48% | 103.40 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,761 CHF | 518,261 CHF | 99.38% | 99.38% |
13/11/2024 | 0.48% | 103.25 % | 103.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,333 CHF | 518,833 CHF | 99.38% | 99.38% |
12/11/2024 | 0.48% | 103.05 % | 103.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,008 CHF | 518,508 CHF | 99.38% | 99.38% |
11/11/2024 | 0.48% | 103.35 % | 103.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,798 CHF | 519,298 CHF | 99.37% | 99.37% |
08/11/2024 | 0.48% | 103.35 % | 103.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,466 CHF | 518,966 CHF | 99.35% | 99.35% |
07/11/2024 | 0.48% | 103.35 % | 103.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,158 CHF | 519,658 CHF | 98.79% | 98.79% |