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% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,598 CHF | 504,147 CHF | 100.00% | 100.00% |
19/11/2024 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,215 CHF | 502,765 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,075 CHF | 501,625 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,644 CHF | 502,192 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,807 CHF | 502,357 CHF | 99.10% | 99.10% |
13/11/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,594 CHF | 502,144 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,201 CHF | 503,751 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,812 CHF | 505,362 CHF | 100.00% | 100.00% |
08/11/2024 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,050 CHF | 504,600 CHF | 100.00% | 100.00% |
07/11/2024 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,962 CHF | 506,512 CHF | 95.44% | 95.44% |