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 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,444 CHF | 517,444 CHF | 97.95% | 97.95% |
19/11/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,354 CHF | 517,354 CHF | 100.00% | 100.00% |
18/11/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,459 CHF | 517,459 CHF | 100.00% | 100.00% |
15/11/2024 | 0.78% | 102.50 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,156 CHF | 516,156 CHF | 100.00% | 100.00% |
14/11/2024 | 0.78% | 102.50 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,748 CHF | 515,748 CHF | 100.00% | 100.00% |
13/11/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,139 CHF | 516,139 CHF | 100.00% | 100.00% |
12/11/2024 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,978 CHF | 515,978 CHF | 100.00% | 100.00% |
11/11/2024 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,320 CHF | 517,320 CHF | 100.00% | 100.00% |
08/11/2024 | 0.78% | 102.50 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,514 CHF | 516,514 CHF | 100.00% | 100.00% |
07/11/2024 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,557 CHF | 517,557 CHF | 99.23% | 99.23% |