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 | 0.30% | 103.00 % | 103.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,538 CHF | 517,087 CHF | 99.37% | 99.37% |
19/11/2024 | 0.30% | 103.00 % | 103.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,763 CHF | 516,313 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 103.10 % | 103.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,261 CHF | 516,811 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 103.20 % | 103.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,251 CHF | 516,799 CHF | 99.04% | 99.04% |
14/11/2024 | 0.30% | 103.40 % | 103.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,438 CHF | 518,988 CHF | 99.10% | 99.10% |
13/11/2024 | 0.30% | 103.70 % | 104.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,298 CHF | 519,848 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 103.70 % | 104.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,598 CHF | 520,148 CHF | 100.00% | 100.00% |
11/11/2024 | 0.30% | 103.80 % | 104.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,715 CHF | 520,265 CHF | 100.00% | 100.00% |
08/11/2024 | 0.30% | 103.50 % | 103.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,529 CHF | 519,079 CHF | 100.00% | 100.00% |
07/11/2024 | 0.30% | 103.50 % | 103.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,104 CHF | 518,654 CHF | 99.24% | 99.24% |