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 | 0.69% | 101.48 % | 102.18 % | 300,000 | 300,000 | 300,000 | 300,000 | 304,437 CHF | 306,537 CHF | 100.00% | 100.00% |
19/11/2024 | 0.69% | 101.46 % | 102.16 % | 300,000 | 300,000 | 300,000 | 300,000 | 304,359 CHF | 306,459 CHF | 89.37% | 89.37% |
18/11/2024 | 0.69% | 101.46 % | 102.16 % | 300,000 | 300,000 | 300,000 | 300,000 | 304,340 CHF | 306,440 CHF | 99.67% | 99.67% |
15/11/2024 | 0.69% | 101.44 % | 102.14 % | 300,000 | 300,000 | 300,000 | 300,000 | 304,307 CHF | 306,407 CHF | 100.00% | 100.00% |
14/11/2024 | 0.69% | 101.43 % | 102.13 % | 300,000 | 300,000 | 300,000 | 300,000 | 304,238 CHF | 306,338 CHF | 100.00% | 100.00% |
13/11/2024 | 0.69% | 101.38 % | 102.08 % | 300,000 | 300,000 | 300,000 | 300,000 | 304,154 CHF | 306,254 CHF | 100.00% | 100.00% |
12/11/2024 | 0.69% | 101.41 % | 102.11 % | 300,000 | 300,000 | 300,000 | 300,000 | 304,285 CHF | 306,385 CHF | 98.73% | 98.73% |
11/11/2024 | 0.69% | 101.43 % | 102.13 % | 300,000 | 300,000 | 300,000 | 300,000 | 304,312 CHF | 306,412 CHF | 100.00% | 100.00% |
08/11/2024 | 0.69% | 101.39 % | 102.09 % | 300,000 | 300,000 | 300,000 | 300,000 | 304,208 CHF | 306,308 CHF | 99.84% | 99.84% |
07/11/2024 | 0.69% | 101.41 % | 102.11 % | 300,000 | 300,000 | 300,000 | 300,000 | 304,228 CHF | 306,328 CHF | 100.00% | 100.00% |