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% | 101.83 % | 102.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,980 CHF | 256,480 CHF | 99.99% | 99.99% |
19/11/2024 | 0.59% | 101.82 % | 102.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,508 CHF | 256,008 CHF | 89.36% | 89.36% |
18/11/2024 | 0.59% | 102.13 % | 102.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,136 CHF | 256,636 CHF | 99.67% | 99.67% |
15/11/2024 | 0.59% | 102.07 % | 102.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,638 CHF | 257,138 CHF | 100.00% | 100.00% |
14/11/2024 | 0.59% | 100.96 % | 101.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,630 CHF | 257,130 CHF | 6.07% | 6.07% |
13/11/2024 | 0.58% | 102.33 % | 102.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,713 CHF | 257,213 CHF | 100.00% | 100.00% |
12/11/2024 | 0.58% | 102.38 % | 102.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,610 CHF | 258,110 CHF | 98.71% | 98.71% |
11/11/2024 | 0.58% | 103.03 % | 103.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,616 CHF | 259,116 CHF | 100.00% | 100.00% |
08/11/2024 | 0.58% | 102.68 % | 103.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,062 CHF | 258,562 CHF | 16.84% | 16.84% |
07/11/2024 | 0.58% | 103.11 % | 103.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,963 CHF | 259,463 CHF | 100.00% | 100.00% |