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 | 0.98% | 101.19 % | 102.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,033 CHF | 255,533 CHF | 100.00% | 100.00% |
19/11/2024 | 0.98% | 101.22 % | 102.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,067 CHF | 255,567 CHF | 89.36% | 89.36% |
18/11/2024 | 0.98% | 101.22 % | 102.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,030 CHF | 255,530 CHF | 99.66% | 99.66% |
15/11/2024 | 0.98% | 101.24 % | 102.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,240 CHF | 255,740 CHF | 100.00% | 100.00% |
14/11/2024 | 0.98% | 101.36 % | 102.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,270 CHF | 255,770 CHF | 100.00% | 100.00% |
13/11/2024 | 0.98% | 101.29 % | 102.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,228 CHF | 255,728 CHF | 100.00% | 100.00% |
12/11/2024 | 0.98% | 101.30 % | 102.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,325 CHF | 255,825 CHF | 98.72% | 98.72% |
11/11/2024 | 0.98% | 101.39 % | 102.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,418 CHF | 255,918 CHF | 100.00% | 100.00% |
08/11/2024 | 0.98% | 101.24 % | 102.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,124 CHF | 255,624 CHF | 99.83% | 99.83% |
07/11/2024 | 0.98% | 101.30 % | 102.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,286 CHF | 255,786 CHF | 100.00% | 100.00% |