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% | 101.84 % | 102.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,842 CHF | 256,892 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.79 % | 102.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,401 CHF | 256,451 CHF | 99.99% | 99.99% |
18/11/2024 | 0.80% | 102.05 % | 102.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,952 CHF | 257,002 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.89 % | 102.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,661 CHF | 256,711 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.78 % | 102.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,507 CHF | 256,557 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.79 % | 102.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,519 CHF | 256,569 CHF | 99.83% | 99.83% |
12/11/2024 | 0.80% | 101.76 % | 102.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,645 CHF | 256,695 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.91 % | 102.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,735 CHF | 256,785 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.68 % | 102.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,303 CHF | 256,353 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.70 % | 102.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,389 CHF | 256,439 CHF | 100.00% | 100.00% |