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% | 102.45 % | 103.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,274 CHF | 258,324 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 102.10 % | 102.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,597 CHF | 257,647 CHF | 99.69% | 99.69% |
18/11/2024 | 0.80% | 102.15 % | 102.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,217 CHF | 257,267 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.92 % | 102.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,765 CHF | 256,815 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.61 % | 102.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,648 CHF | 255,685 CHF | 99.99% | 99.99% |
13/11/2024 | 0.80% | 101.53 % | 102.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,087 CHF | 256,135 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.31 % | 102.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,928 CHF | 255,974 CHF | 99.99% | 99.99% |
11/11/2024 | 0.80% | 101.93 % | 102.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,138 CHF | 257,188 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 102.05 % | 102.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,837 CHF | 257,887 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 102.81 % | 103.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,837 CHF | 258,906 CHF | 99.95% | 99.95% |