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 | 0.58% | 103.58 % | 104.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,064 CHF | 260,564 CHF | 100.00% | 100.00% |
19/11/2024 | 0.58% | 103.60 % | 104.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,957 CHF | 260,457 CHF | 89.37% | 89.37% |
18/11/2024 | 0.58% | 103.59 % | 104.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,906 CHF | 260,406 CHF | 99.68% | 99.68% |
15/11/2024 | 0.58% | 103.57 % | 104.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,010 CHF | 260,510 CHF | 100.00% | 100.00% |
14/11/2024 | 0.58% | 103.70 % | 104.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,070 CHF | 260,570 CHF | 100.00% | 100.00% |
13/11/2024 | 0.58% | 103.62 % | 104.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,021 CHF | 260,521 CHF | 100.00% | 100.00% |
12/11/2024 | 0.58% | 103.63 % | 104.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,125 CHF | 260,625 CHF | 98.74% | 98.74% |
11/11/2024 | 0.58% | 103.71 % | 104.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,276 CHF | 260,776 CHF | 100.00% | 100.00% |
08/11/2024 | 0.58% | 103.70 % | 104.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,265 CHF | 260,765 CHF | 99.83% | 99.83% |
07/11/2024 | 0.58% | 103.75 % | 104.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,390 CHF | 260,890 CHF | 100.00% | 100.00% |