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 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,089 CHF | 509,589 CHF | 99.37% | 99.37% |
19/11/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,351 CHF | 509,851 CHF | 100.00% | 100.00% |
18/11/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,619 CHF | 510,119 CHF | 100.00% | 100.00% |
15/11/2024 | 0.29% | 101.60 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,000 CHF | 509,500 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,420 CHF | 509,920 CHF | 99.10% | 99.10% |
13/11/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,931 CHF | 510,431 CHF | 100.00% | 100.00% |
12/11/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,941 CHF | 510,441 CHF | 100.00% | 100.00% |
11/11/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,021 CHF | 511,521 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,484 CHF | 510,984 CHF | 100.00% | 100.00% |
07/11/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,886 CHF | 513,386 CHF | 99.24% | 99.24% |