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% | 102.15 % | 102.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,937 CHF | 513,437 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,544 CHF | 513,044 CHF | 99.38% | 99.38% |
18/11/2024 | 0.49% | 102.05 % | 102.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,620 CHF | 512,120 CHF | 99.38% | 99.38% |
15/11/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,023 CHF | 511,523 CHF | 99.38% | 99.38% |
14/11/2024 | 0.49% | 101.85 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,533 CHF | 510,033 CHF | 99.38% | 99.38% |
13/11/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,353 CHF | 510,853 CHF | 99.38% | 99.38% |
12/11/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,308 CHF | 511,808 CHF | 99.38% | 99.38% |
11/11/2024 | 0.49% | 102.25 % | 102.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,835 CHF | 514,335 CHF | 99.37% | 99.37% |
08/11/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,211 CHF | 510,711 CHF | 99.35% | 99.35% |
07/11/2024 | 0.49% | 101.95 % | 102.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,024 CHF | 512,524 CHF | 98.80% | 98.80% |