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% | 101.86 % | 102.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,731 CHF | 256,781 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.85 % | 102.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,667 CHF | 256,717 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.96 % | 102.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,892 CHF | 256,942 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.88 % | 102.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,924 CHF | 256,974 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 102.09 % | 102.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,169 CHF | 257,219 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 102.08 % | 102.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,165 CHF | 257,215 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 102.07 % | 102.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,226 CHF | 257,276 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 102.13 % | 102.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,358 CHF | 257,408 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 102.09 % | 102.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,222 CHF | 257,272 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 102.10 % | 102.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,243 CHF | 257,293 CHF | 100.00% | 100.00% |