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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/11/2024 | 1.00% | 108.70 % | 109.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 270,716 CHF | 273,440 CHF | 100.00% | 100.00% |
28/11/2024 | 1.00% | 108.24 % | 109.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 271,108 CHF | 273,833 CHF | 100.00% | 100.00% |
27/11/2024 | 1.00% | 107.80 % | 108.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 269,904 CHF | 272,616 CHF | 100.00% | 100.00% |
26/11/2024 | 1.00% | 108.44 % | 109.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 270,863 CHF | 273,586 CHF | 100.00% | 100.00% |
25/11/2024 | 1.00% | 108.86 % | 109.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 271,424 CHF | 274,149 CHF | 99.53% | 99.53% |
22/11/2024 | 1.00% | 108.12 % | 109.21 % | 250,000 | 235,000 | 250,000 | 249,788 | 269,776 CHF | 272,256 CHF | 100.00% | 100.00% |
20/11/2024 | 1.00% | 107.45 % | 108.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 270,160 CHF | 272,879 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 107.59 % | 108.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,266 CHF | 270,966 CHF | 100.00% | 100.00% |
18/11/2024 | 1.00% | 107.89 % | 108.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,906 CHF | 271,609 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 108.24 % | 109.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 272,236 CHF | 274,972 CHF | 100.00% | 100.00% |