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% | 101.49 % | 102.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,373 CHF | 255,399 CHF | 99.33% | 99.33% |
22/11/2024 | 0.80% | 101.30 % | 102.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,708 CHF | 254,733 CHF | 99.94% | 99.94% |
20/11/2024 | 0.80% | 100.95 % | 101.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,654 CHF | 254,679 CHF | 99.96% | 99.96% |
19/11/2024 | 0.80% | 100.76 % | 101.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,108 CHF | 254,133 CHF | 99.91% | 99.91% |
18/11/2024 | 0.80% | 100.94 % | 101.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,326 CHF | 254,351 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.79 % | 101.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,826 CHF | 253,851 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.84 % | 101.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,020 CHF | 254,045 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.86 % | 101.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,548 CHF | 254,573 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.09 % | 101.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,941 CHF | 254,966 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.35 % | 102.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,217 CHF | 255,245 CHF | 100.00% | 100.00% |