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 | 0.59% | 101.59 % | 102.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,206 CHF | 255,706 CHF | 100.00% | 100.00% |
19/11/2024 | 0.59% | 101.65 % | 102.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,100 CHF | 255,600 CHF | 89.36% | 89.36% |
18/11/2024 | 0.59% | 101.88 % | 102.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,674 CHF | 256,174 CHF | 99.66% | 99.66% |
15/11/2024 | 0.59% | 101.93 % | 102.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,132 CHF | 256,632 CHF | 100.00% | 100.00% |
14/11/2024 | 0.58% | 102.42 % | 103.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,666 CHF | 257,166 CHF | 100.00% | 100.00% |
13/11/2024 | 0.59% | 102.21 % | 102.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,538 CHF | 257,038 CHF | 100.00% | 100.00% |
12/11/2024 | 0.58% | 102.26 % | 102.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,865 CHF | 257,365 CHF | 98.71% | 98.71% |
11/11/2024 | 0.58% | 102.60 % | 103.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,606 CHF | 258,106 CHF | 100.00% | 100.00% |
08/11/2024 | 0.58% | 102.45 % | 103.05 % | 250,000 | 250,000 | 249,984 | 250,000 | 256,291 CHF | 257,807 CHF | 99.83% | 99.83% |
07/11/2024 | 0.58% | 102.62 % | 103.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,795 CHF | 258,295 CHF | 100.00% | 100.00% |