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 | 0.76% | 103.80 % | 104.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,841 CHF | 529,841 CHF | 97.95% | 97.95% |
19/11/2024 | 0.77% | 103.30 % | 104.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,133 CHF | 519,133 CHF | 100.00% | 100.00% |
18/11/2024 | 0.77% | 103.90 % | 104.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,745 CHF | 520,745 CHF | 100.00% | 100.00% |
15/11/2024 | 0.77% | 102.70 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,224 CHF | 518,224 CHF | 100.00% | 100.00% |
14/11/2024 | 0.78% | 103.30 % | 104.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,435 CHF | 517,435 CHF | 100.00% | 100.00% |
13/11/2024 | 0.97% | 102.60 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,455 CHF | 518,455 CHF | 99.83% | 99.83% |
12/11/2024 | 0.77% | 103.00 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,393 CHF | 524,393 CHF | 100.00% | 100.00% |
11/11/2024 | 0.76% | 105.60 % | 106.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,022 CHF | 531,022 CHF | 100.00% | 100.00% |
08/11/2024 | 0.97% | 102.90 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,599 CHF | 519,599 CHF | 100.00% | 100.00% |
07/11/2024 | 0.95% | 104.40 % | 105.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,315 CHF | 529,315 CHF | 99.76% | 99.76% |