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 | 0.57% | 104.14 % | 104.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,348 CHF | 261,848 CHF | 100.00% | 100.00% |
19/11/2024 | 0.57% | 104.13 % | 104.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,337 CHF | 261,837 CHF | 89.37% | 89.37% |
18/11/2024 | 0.57% | 104.13 % | 104.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,323 CHF | 261,823 CHF | 99.67% | 99.67% |
15/11/2024 | 0.57% | 104.13 % | 104.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,328 CHF | 261,828 CHF | 100.00% | 100.00% |
14/11/2024 | 0.57% | 104.13 % | 104.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,325 CHF | 261,825 CHF | 100.00% | 100.00% |
13/11/2024 | 0.57% | 104.12 % | 104.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,283 CHF | 261,783 CHF | 100.00% | 100.00% |
12/11/2024 | 0.57% | 104.12 % | 104.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,291 CHF | 261,791 CHF | 98.72% | 98.72% |
11/11/2024 | 0.57% | 104.11 % | 104.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,275 CHF | 261,775 CHF | 100.00% | 100.00% |
08/11/2024 | 0.57% | 104.11 % | 104.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,270 CHF | 261,770 CHF | 99.84% | 99.84% |
07/11/2024 | 0.57% | 104.11 % | 104.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,275 CHF | 261,775 CHF | 100.00% | 100.00% |