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% | 101.79 % | 102.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,925 CHF | 256,975 CHF | 99.99% | 99.99% |
19/11/2024 | 0.80% | 102.04 % | 102.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,849 CHF | 257,902 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 102.48 % | 103.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,107 CHF | 258,157 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 102.15 % | 102.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,436 CHF | 257,486 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.95 % | 102.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,504 CHF | 256,549 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.36 % | 102.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,331 CHF | 256,377 CHF | 99.94% | 99.94% |
12/11/2024 | 0.80% | 99.22 % | 100.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,393 CHF | 251,393 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.74 % | 100.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,923 CHF | 251,925 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.29 % | 100.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,191 CHF | 250,191 CHF | 99.87% | 99.87% |
07/11/2024 | 0.80% | 99.20 % | 100.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,718 CHF | 249,718 CHF | 99.99% | 99.99% |