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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.80% | 101.97 % | 102.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,937 CHF | 256,987 CHF | 99.45% | 99.45% |
22/11/2024 | 0.80% | 101.95 % | 102.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,867 CHF | 256,917 CHF | 100.00% | 100.00% |
20/11/2024 | 0.80% | 101.93 % | 102.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,831 CHF | 256,881 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.88 % | 102.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,703 CHF | 256,753 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.88 % | 102.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,710 CHF | 256,760 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.83 % | 102.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,620 CHF | 256,670 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.84 % | 102.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,600 CHF | 256,650 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.78 % | 102.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,482 CHF | 256,532 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.83 % | 102.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,619 CHF | 256,669 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.85 % | 102.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,644 CHF | 256,694 CHF | 100.00% | 100.00% |