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% | 102.20 % | 102.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,476 CHF | 513,025 CHF | 100.00% | 100.00% |
19/11/2024 | 0.30% | 101.40 % | 101.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,750 CHF | 509,300 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 101.80 % | 102.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,965 CHF | 510,515 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 101.70 % | 102.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,422 CHF | 509,971 CHF | 99.04% | 99.04% |
14/11/2024 | 0.30% | 101.90 % | 102.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,019 CHF | 510,569 CHF | 99.10% | 99.10% |
13/11/2024 | 0.31% | 101.60 % | 101.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,990 CHF | 508,540 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 101.40 % | 101.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,888 CHF | 509,438 CHF | 100.00% | 100.00% |
11/11/2024 | 0.30% | 101.60 % | 101.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,458 CHF | 510,008 CHF | 100.00% | 100.00% |
08/11/2024 | 0.30% | 101.70 % | 102.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,307 CHF | 509,857 CHF | 100.00% | 100.00% |
07/11/2024 | 0.30% | 101.80 % | 102.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,537 CHF | 510,087 CHF | 99.24% | 99.24% |