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 | 0.49% | 100.91 % | 101.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,026 CHF | 254,276 CHF | 100.00% | 100.00% |
19/11/2024 | 0.50% | 100.65 % | 101.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,277 CHF | 252,527 CHF | 89.38% | 89.38% |
18/11/2024 | 0.50% | 100.67 % | 101.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,737 CHF | 252,987 CHF | 99.66% | 99.66% |
15/11/2024 | 0.49% | 100.44 % | 100.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,984 CHF | 255,234 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 102.85 % | 103.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,090 CHF | 258,340 CHF | 100.00% | 100.00% |
13/11/2024 | 0.49% | 102.97 % | 103.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,574 CHF | 257,824 CHF | 100.00% | 100.00% |
12/11/2024 | 0.48% | 103.10 % | 103.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,617 CHF | 258,867 CHF | 98.72% | 98.72% |
11/11/2024 | 0.48% | 102.94 % | 103.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,343 CHF | 258,593 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 102.76 % | 103.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,178 CHF | 257,428 CHF | 99.83% | 99.83% |
07/11/2024 | 0.49% | 102.28 % | 102.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,584 CHF | 256,834 CHF | 100.00% | 100.00% |