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 | 506,855 CHF | 509,355 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,587 CHF | 509,087 CHF | 99.38% | 99.38% |
18/11/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,904 CHF | 508,404 CHF | 99.37% | 99.37% |
15/11/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,529 CHF | 507,029 CHF | 99.38% | 99.38% |
14/11/2024 | 0.50% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,953 CHF | 505,453 CHF | 99.38% | 99.38% |
13/11/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,964 CHF | 506,464 CHF | 99.38% | 99.38% |
12/11/2024 | 0.49% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,778 CHF | 507,278 CHF | 99.38% | 99.38% |
11/11/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,026 CHF | 510,526 CHF | 99.38% | 99.38% |
08/11/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,110 CHF | 507,610 CHF | 99.35% | 99.35% |
07/11/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,703 CHF | 509,203 CHF | 63.05% | 63.05% |