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 | 0.80% | 104.24 % | 105.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,635 CHF | 262,735 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 104.19 % | 105.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,514 CHF | 262,614 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 104.24 % | 105.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,622 CHF | 262,722 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 104.26 % | 105.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,745 CHF | 262,845 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 104.30 % | 105.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,719 CHF | 262,819 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 104.24 % | 105.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,583 CHF | 262,683 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 104.25 % | 105.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,641 CHF | 262,741 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 104.28 % | 105.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,667 CHF | 262,767 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 104.24 % | 105.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,572 CHF | 262,672 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 104.25 % | 105.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,601 CHF | 262,701 CHF | 100.00% | 100.00% |