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 | 0.49% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,630 CHF | 513,130 CHF | 99.37% | 99.37% |
19/11/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,400 CHF | 512,900 CHF | 100.00% | 100.00% |
18/11/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,984 CHF | 513,484 CHF | 100.00% | 100.00% |
15/11/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,439 CHF | 513,939 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,090 CHF | 513,590 CHF | 99.10% | 99.10% |
13/11/2024 | 0.49% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,359 CHF | 513,859 CHF | 100.00% | 100.00% |
12/11/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,182 CHF | 513,682 CHF | 100.00% | 100.00% |
11/11/2024 | 0.49% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,532 CHF | 515,032 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,690 CHF | 514,190 CHF | 100.00% | 100.00% |
07/11/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,210 CHF | 514,710 CHF | 99.23% | 99.23% |