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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.49% | 101.85 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,156 CHF | 511,656 CHF | 98.80% | 98.80% |
22/11/2024 | 0.49% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,179 CHF | 511,679 CHF | 99.30% | 99.30% |
20/11/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,196 CHF | 511,696 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,267 CHF | 510,767 CHF | 99.38% | 99.38% |
18/11/2024 | 0.49% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,805 CHF | 512,305 CHF | 98.95% | 98.95% |
15/11/2024 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,079 CHF | 512,579 CHF | 99.36% | 99.36% |
14/11/2024 | 0.49% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,704 CHF | 512,204 CHF | 99.38% | 99.38% |
13/11/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,121 CHF | 512,621 CHF | 65.04% | 65.04% |
12/11/2024 | 0.49% | 102.05 % | 102.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,064 CHF | 512,564 CHF | 99.16% | 99.16% |
11/11/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,787 CHF | 513,287 CHF | 99.37% | 99.37% |