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 | 0.77% | 103.10 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,640 CHF | 520,640 CHF | 97.95% | 97.95% |
19/11/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,793 CHF | 516,793 CHF | 100.00% | 100.00% |
18/11/2024 | 0.77% | 102.80 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,352 CHF | 518,352 CHF | 100.00% | 100.00% |
15/11/2024 | 0.78% | 102.90 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,066 CHF | 518,066 CHF | 100.00% | 100.00% |
14/11/2024 | 0.77% | 103.00 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,989 CHF | 518,989 CHF | 100.00% | 100.00% |
13/11/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,130 CHF | 517,130 CHF | 100.00% | 100.00% |
12/11/2024 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,178 CHF | 516,178 CHF | 100.00% | 100.00% |
11/11/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,455 CHF | 515,455 CHF | 100.00% | 100.00% |
08/11/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,108 CHF | 510,108 CHF | 100.00% | 100.00% |
07/11/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,015 CHF | 510,015 CHF | 99.24% | 99.24% |