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 | 0.49% | 102.39 % | 102.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,985 CHF | 257,235 CHF | 100.00% | 100.00% |
19/11/2024 | 0.49% | 102.39 % | 102.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,975 CHF | 257,225 CHF | 89.37% | 89.37% |
18/11/2024 | 0.49% | 102.39 % | 102.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,975 CHF | 257,225 CHF | 99.68% | 99.68% |
15/11/2024 | 0.49% | 102.39 % | 102.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,975 CHF | 257,225 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 102.38 % | 102.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,950 CHF | 257,200 CHF | 100.00% | 100.00% |
13/11/2024 | 0.49% | 102.37 % | 102.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,925 CHF | 257,175 CHF | 100.00% | 100.00% |
12/11/2024 | 0.49% | 102.37 % | 102.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,925 CHF | 257,175 CHF | 98.74% | 98.74% |
11/11/2024 | 0.49% | 102.37 % | 102.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,926 CHF | 257,176 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 102.37 % | 102.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,925 CHF | 257,175 CHF | 99.83% | 99.83% |
07/11/2024 | 0.49% | 102.36 % | 102.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,900 CHF | 257,150 CHF | 100.00% | 100.00% |