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 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,015 CHF | 510,515 CHF | 100.00% | 100.00% |
19/11/2024 | 0.29% | 101.80 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,448 CHF | 509,948 CHF | 100.00% | 100.00% |
18/11/2024 | 0.29% | 101.80 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,131 CHF | 509,631 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 101.30 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,460 CHF | 508,960 CHF | 100.00% | 100.00% |
14/11/2024 | 0.29% | 102.50 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,577 CHF | 513,077 CHF | 99.10% | 99.10% |
13/11/2024 | 0.29% | 102.40 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,781 CHF | 512,281 CHF | 100.00% | 100.00% |
12/11/2024 | 0.29% | 102.50 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,158 CHF | 513,658 CHF | 100.00% | 100.00% |
11/11/2024 | 0.29% | 102.50 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,815 CHF | 514,315 CHF | 100.00% | 100.00% |
08/11/2024 | 0.29% | 102.50 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,156 CHF | 513,656 CHF | 100.00% | 100.00% |
07/11/2024 | 0.29% | 102.20 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,972 CHF | 512,472 CHF | 99.24% | 99.24% |