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 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,423 CHF | 506,972 CHF | 99.37% | 99.37% |
19/11/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,367 CHF | 507,867 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,392 CHF | 504,942 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,626 CHF | 505,175 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,462 CHF | 505,012 CHF | 99.10% | 99.10% |
13/11/2024 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,525 CHF | 504,075 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,181 CHF | 505,731 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,136 CHF | 504,686 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,042 CHF | 502,542 CHF | 100.00% | 100.00% |
07/11/2024 | 0.31% | 99.80 % | 100.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,982 CHF | 501,532 CHF | 99.23% | 99.23% |