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% | 101.50 % | 101.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,038 CHF | 508,586 CHF | 100.00% | 100.00% |
19/11/2024 | 0.31% | 101.40 % | 101.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,394 CHF | 506,944 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 101.40 % | 101.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,836 CHF | 508,386 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 101.50 % | 101.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,865 CHF | 509,414 CHF | 100.00% | 100.00% |
14/11/2024 | 0.30% | 101.50 % | 101.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,585 CHF | 509,135 CHF | 99.10% | 99.10% |
13/11/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,155 CHF | 505,705 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,662 CHF | 507,212 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 101.30 % | 101.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,995 CHF | 507,545 CHF | 100.00% | 100.00% |
08/11/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,121 CHF | 505,671 CHF | 100.00% | 100.00% |
07/11/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,903 CHF | 506,453 CHF | 99.23% | 99.23% |