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 | 0.80% | 105.93 % | 106.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,268 CHF | 267,393 CHF | 99.92% | 99.92% |
19/11/2024 | 0.80% | 105.90 % | 106.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,872 CHF | 266,997 CHF | 99.99% | 99.99% |
18/11/2024 | 0.80% | 106.06 % | 106.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,720 CHF | 266,845 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 105.76 % | 106.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,538 CHF | 266,663 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 106.06 % | 106.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,298 CHF | 266,423 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 105.67 % | 106.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,203 CHF | 266,328 CHF | 99.88% | 99.88% |
12/11/2024 | 0.80% | 105.57 % | 106.42 % | 250,000 | 245,000 | 250,000 | 245,016 | 264,574 CHF | 261,383 CHF | 99.98% | 99.98% |
11/11/2024 | 0.80% | 106.29 % | 107.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,837 CHF | 267,962 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 105.52 % | 106.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,095 CHF | 266,220 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 105.98 % | 106.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,088 CHF | 267,213 CHF | 99.94% | 99.94% |