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 | 1.03% | 101.60 % | 102.60 % | 500,000 | 500,000 | 141,959 | 141,959 | 144,712 CHF | 146,135 CHF | 97.94% | 97.94% |
19/11/2024 | 0.80% | 102.40 % | 103.20 % | 500,000 | 500,000 | 147,045 | 147,045 | 150,554 CHF | 151,735 CHF | 100.00% | 100.00% |
18/11/2024 | 0.83% | 101.50 % | 102.30 % | 500,000 | 500,000 | 146,009 | 146,009 | 147,710 CHF | 148,887 CHF | 100.00% | 100.00% |
15/11/2024 | 0.98% | 102.10 % | 103.10 % | 500,000 | 500,000 | 148,481 | 148,481 | 151,951 CHF | 153,438 CHF | 99.19% | 99.19% |
14/11/2024 | 0.97% | 103.40 % | 104.40 % | 500,000 | 500,000 | 147,491 | 147,491 | 152,374 CHF | 153,851 CHF | 100.00% | 100.00% |
13/11/2024 | 0.79% | 102.20 % | 103.00 % | 500,000 | 500,000 | 147,414 | 147,414 | 150,862 CHF | 152,044 CHF | 100.00% | 100.00% |
12/11/2024 | 0.82% | 102.80 % | 103.60 % | 500,000 | 500,000 | 145,628 | 145,628 | 149,823 CHF | 150,998 CHF | 100.00% | 100.00% |
11/11/2024 | 0.98% | 102.50 % | 103.50 % | 500,000 | 500,000 | 147,579 | 147,579 | 151,247 CHF | 152,726 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 101.70 % | 102.70 % | 500,000 | 500,000 | 146,708 | 146,708 | 149,388 CHF | 150,861 CHF | 100.00% | 100.00% |
07/11/2024 | 0.79% | 102.50 % | 103.30 % | 500,000 | 500,000 | 148,327 | 148,327 | 151,959 CHF | 153,149 CHF | 99.24% | 99.24% |