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 | 0.98% | 101.30 % | 102.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,250 CHF | 255,750 CHF | 100.00% | 100.00% |
19/11/2024 | 0.98% | 101.30 % | 102.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,250 CHF | 255,750 CHF | 100.00% | 100.00% |
18/11/2024 | 0.98% | 101.30 % | 102.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,250 CHF | 255,750 CHF | 100.00% | 100.00% |
15/11/2024 | 0.98% | 101.30 % | 102.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,250 CHF | 255,750 CHF | 100.00% | 100.00% |
14/11/2024 | 0.98% | 101.30 % | 102.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,250 CHF | 255,750 CHF | 100.00% | 100.00% |
13/11/2024 | 0.98% | 101.30 % | 102.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,250 CHF | 255,750 CHF | 100.00% | 100.00% |
12/11/2024 | 0.98% | 101.30 % | 102.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,250 CHF | 255,750 CHF | 100.00% | 100.00% |
11/11/2024 | 0.98% | 101.30 % | 102.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,118 CHF | 255,618 CHF | 100.00% | 100.00% |
08/11/2024 | 0.99% | 101.00 % | 102.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,500 CHF | 255,000 CHF | 100.00% | 100.00% |
07/11/2024 | 0.99% | 101.00 % | 102.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,500 CHF | 255,000 CHF | 100.00% | 100.00% |