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% | 101.87 % | 102.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,671 CHF | 255,921 CHF | 100.00% | 100.00% |
19/11/2024 | 0.49% | 101.86 % | 102.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,648 CHF | 255,898 CHF | 89.38% | 89.38% |
18/11/2024 | 0.49% | 101.86 % | 102.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,651 CHF | 255,901 CHF | 99.68% | 99.68% |
15/11/2024 | 0.49% | 101.83 % | 102.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,604 CHF | 255,854 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 101.85 % | 102.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,626 CHF | 255,876 CHF | 100.00% | 100.00% |
13/11/2024 | 0.49% | 101.84 % | 102.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,600 CHF | 255,850 CHF | 100.00% | 100.00% |
12/11/2024 | 0.49% | 101.84 % | 102.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,600 CHF | 255,850 CHF | 98.74% | 98.74% |
11/11/2024 | 0.49% | 101.84 % | 102.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,597 CHF | 255,847 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 101.84 % | 102.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,585 CHF | 255,835 CHF | 99.84% | 99.84% |
07/11/2024 | 0.49% | 101.83 % | 102.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,575 CHF | 255,825 CHF | 100.00% | 100.00% |