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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/11/2024 | 0.98% | 101.69 % | 102.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,906 CHF | 256,406 CHF | 100.00% | 100.00% |
28/11/2024 | 0.98% | 101.51 % | 102.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,711 CHF | 256,211 CHF | 100.00% | 100.00% |
27/11/2024 | 0.98% | 101.40 % | 102.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,578 CHF | 256,078 CHF | 99.71% | 99.71% |
26/11/2024 | 0.98% | 101.42 % | 102.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,636 CHF | 256,136 CHF | 100.00% | 100.00% |
25/11/2024 | 0.98% | 101.54 % | 102.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,811 CHF | 256,311 CHF | 100.00% | 100.00% |
22/11/2024 | 0.98% | 101.51 % | 102.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,704 CHF | 256,204 CHF | 100.00% | 100.00% |
20/11/2024 | 0.98% | 101.19 % | 102.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,033 CHF | 255,533 CHF | 100.00% | 100.00% |
19/11/2024 | 0.98% | 101.22 % | 102.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,067 CHF | 255,567 CHF | 89.36% | 89.36% |
18/11/2024 | 0.98% | 101.22 % | 102.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,030 CHF | 255,530 CHF | 99.66% | 99.66% |
15/11/2024 | 0.98% | 101.24 % | 102.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,240 CHF | 255,740 CHF | 100.00% | 100.00% |