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% | 101.57 % | 102.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,325 CHF | 255,825 CHF | 99.99% | 99.99% |
19/11/2024 | 0.59% | 101.56 % | 102.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,873 CHF | 255,373 CHF | 89.36% | 89.36% |
18/11/2024 | 0.59% | 101.86 % | 102.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,463 CHF | 255,963 CHF | 99.66% | 99.66% |
15/11/2024 | 0.59% | 101.80 % | 102.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,940 CHF | 256,440 CHF | 100.00% | 100.00% |
14/11/2024 | 0.59% | 100.88 % | 101.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,928 CHF | 256,428 CHF | 6.07% | 6.07% |
13/11/2024 | 0.59% | 102.05 % | 102.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,996 CHF | 256,496 CHF | 100.00% | 100.00% |
12/11/2024 | 0.58% | 102.09 % | 102.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,836 CHF | 257,336 CHF | 98.71% | 98.71% |
11/11/2024 | 0.58% | 102.70 % | 103.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,771 CHF | 258,271 CHF | 100.00% | 100.00% |
08/11/2024 | 0.58% | 102.36 % | 102.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,234 CHF | 257,734 CHF | 16.84% | 16.84% |
07/11/2024 | 0.58% | 102.76 % | 103.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,088 CHF | 258,588 CHF | 100.00% | 100.00% |