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% | 107.64 % | 108.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 269,743 CHF | 271,915 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 107.51 % | 108.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,889 CHF | 271,043 CHF | 99.78% | 99.78% |
18/11/2024 | 0.80% | 107.78 % | 108.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,959 CHF | 271,112 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 107.38 % | 108.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,384 CHF | 270,534 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 107.88 % | 108.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,289 CHF | 270,441 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 107.52 % | 108.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,724 CHF | 270,875 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 107.18 % | 108.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,933 CHF | 271,089 CHF | 99.99% | 99.99% |
11/11/2024 | 0.80% | 108.31 % | 109.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 270,916 CHF | 273,091 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 107.43 % | 108.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,889 CHF | 271,044 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 108.04 % | 108.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 270,408 CHF | 272,583 CHF | 99.99% | 99.99% |