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 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,100 CHF | 507,649 CHF | 99.37% | 99.37% |
19/11/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,434 CHF | 505,934 CHF | 100.00% | 100.00% |
18/11/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,606 CHF | 507,106 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 101.20 % | 101.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,596 CHF | 508,144 CHF | 100.00% | 100.00% |
14/11/2024 | 0.30% | 101.60 % | 101.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,856 CHF | 509,406 CHF | 99.10% | 99.10% |
13/11/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,873 CHF | 508,373 CHF | 100.00% | 100.00% |
12/11/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,848 CHF | 509,348 CHF | 100.00% | 100.00% |
11/11/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,057 CHF | 510,557 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,446 CHF | 508,946 CHF | 100.00% | 100.00% |
07/11/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,111 CHF | 509,611 CHF | 99.23% | 99.23% |