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 | 508,442 CHF | 509,991 CHF | 100.00% | 100.00% |
19/11/2024 | 0.31% | 101.50 % | 101.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,067 CHF | 508,617 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 101.60 % | 101.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,559 CHF | 509,109 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 101.70 % | 102.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,098 CHF | 508,646 CHF | 99.04% | 99.04% |
14/11/2024 | 0.30% | 102.00 % | 102.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,126 CHF | 512,676 CHF | 99.10% | 99.10% |
13/11/2024 | 0.30% | 102.50 % | 102.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,080 CHF | 513,630 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 102.50 % | 102.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,474 CHF | 514,024 CHF | 100.00% | 100.00% |
11/11/2024 | 0.30% | 102.60 % | 102.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,576 CHF | 514,126 CHF | 100.00% | 100.00% |
08/11/2024 | 0.30% | 102.00 % | 102.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,294 CHF | 511,844 CHF | 100.00% | 100.00% |
07/11/2024 | 0.30% | 102.00 % | 102.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,702 CHF | 511,252 CHF | 99.24% | 99.24% |