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% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,548 CHF | 511,048 CHF | 99.17% | 99.17% |
19/11/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,046 CHF | 510,546 CHF | 99.17% | 99.17% |
18/11/2024 | 0.49% | 101.15 % | 101.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,757 CHF | 508,257 CHF | 99.20% | 99.20% |
15/11/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,784 CHF | 508,284 CHF | 99.17% | 99.17% |
14/11/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,714 CHF | 508,214 CHF | 99.13% | 99.13% |
13/11/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,344 CHF | 506,844 CHF | 99.17% | 99.17% |
12/11/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,058 CHF | 508,558 CHF | 99.17% | 99.17% |
11/11/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,773 CHF | 507,273 CHF | 99.17% | 99.17% |
08/11/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,715 CHF | 504,215 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,424 CHF | 503,924 CHF | 99.06% | 99.06% |