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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.80% | 103.87 % | 104.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,226 CHF | 261,301 CHF | 99.35% | 99.35% |
22/11/2024 | 0.80% | 103.69 % | 104.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,712 CHF | 260,787 CHF | 100.00% | 100.00% |
20/11/2024 | 0.80% | 103.08 % | 103.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,021 CHF | 260,096 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 103.18 % | 104.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,234 CHF | 260,309 CHF | 99.95% | 99.95% |
18/11/2024 | 0.80% | 103.42 % | 104.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,696 CHF | 260,771 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 103.29 % | 104.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,822 CHF | 260,897 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 103.66 % | 104.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,185 CHF | 261,260 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 103.65 % | 104.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,489 CHF | 261,566 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 103.85 % | 104.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,320 CHF | 262,418 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 104.33 % | 105.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,985 CHF | 262,073 CHF | 100.00% | 100.00% |