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% | 102.03 % | 102.85 % | 234,000 | 250,000 | 241,065 | 250,000 | 247,359 CHF | 258,565 CHF | 99.90% | 99.90% |
19/11/2024 | 0.80% | 102.18 % | 103.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,614 CHF | 257,667 CHF | 99.59% | 99.59% |
18/11/2024 | 0.80% | 102.98 % | 103.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,894 CHF | 258,960 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 103.00 % | 103.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,028 CHF | 260,103 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 103.40 % | 104.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,617 CHF | 259,691 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 102.88 % | 103.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,466 CHF | 259,538 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 103.28 % | 104.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,385 CHF | 262,481 CHF | 99.93% | 99.93% |
11/11/2024 | 0.80% | 104.91 % | 105.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,302 CHF | 264,402 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 103.45 % | 104.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,427 CHF | 261,507 CHF | 99.92% | 99.92% |
07/11/2024 | 0.80% | 104.85 % | 105.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,511 CHF | 263,610 CHF | 100.00% | 100.00% |