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 | 0.19% | 102.70 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,692 CHF | 514,692 CHF | 100.00% | 100.00% |
19/11/2024 | 0.20% | 101.10 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,071 CHF | 507,071 CHF | 100.00% | 100.00% |
18/11/2024 | 0.39% | 101.30 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,291 CHF | 508,291 CHF | 100.00% | 100.00% |
15/11/2024 | 0.20% | 101.50 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,385 CHF | 508,385 CHF | 99.04% | 99.04% |
14/11/2024 | 0.20% | 101.70 % | 101.90 % | 500,000 | 500,000 | 499,028 | 499,028 | 507,574 CHF | 508,573 CHF | 100.00% | 100.00% |
13/11/2024 | 0.20% | 101.30 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,238 CHF | 506,238 CHF | 100.00% | 100.00% |
12/11/2024 | 0.20% | 101.20 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,866 CHF | 508,866 CHF | 100.00% | 100.00% |
11/11/2024 | 0.39% | 101.70 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,881 CHF | 510,881 CHF | 100.00% | 100.00% |
08/11/2024 | 0.39% | 101.70 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,679 CHF | 510,679 CHF | 100.00% | 100.00% |
07/11/2024 | 0.39% | 102.00 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,711 CHF | 511,711 CHF | 99.76% | 99.76% |