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% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,499 CHF | 510,999 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,592 CHF | 510,092 CHF | 99.38% | 99.38% |
18/11/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,989 CHF | 510,489 CHF | 99.37% | 99.37% |
15/11/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,928 CHF | 510,428 CHF | 98.92% | 98.92% |
14/11/2024 | 0.49% | 102.15 % | 102.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,248 CHF | 514,748 CHF | 99.38% | 99.38% |
13/11/2024 | 0.49% | 102.60 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,461 CHF | 513,961 CHF | 99.38% | 99.38% |
12/11/2024 | 0.49% | 102.65 % | 103.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,403 CHF | 515,903 CHF | 99.38% | 99.38% |
11/11/2024 | 0.49% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,579 CHF | 516,079 CHF | 99.38% | 99.38% |
08/11/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,605 CHF | 513,105 CHF | 99.34% | 99.34% |
07/11/2024 | 0.49% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,545 CHF | 512,045 CHF | 98.79% | 98.79% |