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 | 0.75% | 102.26 % | 103.03 % | 195,000 | 190,000 | 195,000 | 190,000 | 199,479 CHF | 195,827 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 101.85 % | 102.62 % | 195,000 | 190,000 | 195,000 | 190,087 | 198,893 CHF | 195,345 CHF | 99.98% | 99.98% |
18/11/2024 | 0.75% | 102.04 % | 102.81 % | 195,000 | 190,000 | 195,000 | 190,277 | 198,700 CHF | 195,352 CHF | 99.99% | 99.99% |
15/11/2024 | 0.75% | 101.79 % | 102.56 % | 195,000 | 195,000 | 195,000 | 191,006 | 198,583 CHF | 195,986 CHF | 99.98% | 99.98% |
14/11/2024 | 0.76% | 101.86 % | 102.63 % | 195,000 | 190,000 | 195,000 | 194,418 | 197,929 CHF | 198,833 CHF | 99.98% | 99.98% |
13/11/2024 | 0.76% | 101.47 % | 102.24 % | 195,000 | 195,000 | 195,000 | 195,000 | 197,611 CHF | 199,112 CHF | 100.00% | 100.00% |
12/11/2024 | 0.75% | 101.57 % | 102.34 % | 195,000 | 195,000 | 195,000 | 192,381 | 198,482 CHF | 197,296 CHF | 99.98% | 99.98% |
11/11/2024 | 0.75% | 101.93 % | 102.70 % | 195,000 | 190,000 | 195,000 | 190,000 | 199,164 CHF | 195,520 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 101.64 % | 102.41 % | 195,000 | 195,000 | 195,000 | 194,712 | 198,185 CHF | 199,391 CHF | 99.96% | 99.96% |
07/11/2024 | 0.75% | 102.01 % | 102.78 % | 195,000 | 190,000 | 195,000 | 190,000 | 199,083 CHF | 195,441 CHF | 100.00% | 100.00% |