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 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,391 CHF | 507,391 CHF | 98.58% | 98.58% |
19/11/2024 | 0.79% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,184 CHF | 505,184 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,222 CHF | 502,222 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,769 CHF | 503,769 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,700 CHF | 507,700 CHF | 100.00% | 100.00% |
13/11/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,479 CHF | 506,479 CHF | 100.00% | 100.00% |
12/11/2024 | 0.78% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,013 CHF | 512,013 CHF | 100.00% | 100.00% |
11/11/2024 | 0.78% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,918 CHF | 511,918 CHF | 100.00% | 100.00% |
08/11/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,400 CHF | 507,400 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,980 CHF | 504,980 CHF | 100.00% | 100.00% |