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% | 101.61 % | 102.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,165 CHF | 256,215 CHF | 99.27% | 99.27% |
22/11/2024 | 0.80% | 101.53 % | 102.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,867 CHF | 255,915 CHF | 100.00% | 100.00% |
20/11/2024 | 0.80% | 101.53 % | 102.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,817 CHF | 255,862 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.28 % | 102.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,419 CHF | 255,447 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.36 % | 102.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,237 CHF | 255,262 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.28 % | 102.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,289 CHF | 255,314 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.07 % | 101.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,393 CHF | 254,418 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.02 % | 101.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,688 CHF | 254,713 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.90 % | 101.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,644 CHF | 254,669 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.38 % | 102.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,658 CHF | 255,694 CHF | 100.00% | 100.00% |