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% | 102.57 % | 103.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,520 CHF | 258,570 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 102.53 % | 103.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,354 CHF | 258,404 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 102.55 % | 103.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,368 CHF | 258,418 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 102.37 % | 103.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,044 CHF | 258,094 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 102.39 % | 103.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,855 CHF | 257,905 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 102.24 % | 103.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,724 CHF | 257,774 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 102.38 % | 103.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,161 CHF | 258,211 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 102.36 % | 103.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,000 CHF | 258,050 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 102.27 % | 103.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,741 CHF | 257,791 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 102.26 % | 103.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,570 CHF | 257,620 CHF | 100.00% | 100.00% |