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 | 0.20% | 102.30 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,236 CHF | 513,236 CHF | 100.00% | 100.00% |
19/11/2024 | 0.39% | 102.20 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,065 CHF | 513,065 CHF | 100.00% | 100.00% |
18/11/2024 | 0.20% | 102.20 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,281 CHF | 512,281 CHF | 100.00% | 100.00% |
15/11/2024 | 0.39% | 102.20 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,849 CHF | 513,849 CHF | 100.00% | 100.00% |
14/11/2024 | 0.20% | 102.50 % | 102.70 % | 500,000 | 500,000 | 499,028 | 499,028 | 511,297 CHF | 512,297 CHF | 100.00% | 100.00% |
13/11/2024 | 0.20% | 102.40 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,000 CHF | 513,000 CHF | 100.00% | 100.00% |
12/11/2024 | 0.20% | 102.40 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,922 CHF | 512,922 CHF | 100.00% | 100.00% |
11/11/2024 | 0.19% | 102.60 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,226 CHF | 514,226 CHF | 100.00% | 100.00% |
08/11/2024 | 0.20% | 102.40 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,996 CHF | 512,996 CHF | 100.00% | 100.00% |
07/11/2024 | 0.20% | 102.40 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,230 CHF | 513,230 CHF | 99.76% | 99.76% |