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% | 110.22 % | 111.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 275,751 CHF | 277,976 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 110.15 % | 111.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 275,448 CHF | 277,662 CHF | 99.93% | 99.93% |
18/11/2024 | 0.80% | 110.21 % | 111.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 275,259 CHF | 277,460 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 109.93 % | 110.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 274,596 CHF | 276,796 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 109.86 % | 110.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 274,058 CHF | 276,258 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 109.65 % | 110.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 274,168 CHF | 276,368 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 109.59 % | 110.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 274,323 CHF | 276,523 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 110.00 % | 110.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 275,013 CHF | 277,213 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 109.64 % | 110.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 274,010 CHF | 276,210 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 109.81 % | 110.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 274,575 CHF | 276,775 CHF | 100.00% | 100.00% |