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% | 101.28 % | 102.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,227 CHF | 255,252 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.26 % | 102.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,185 CHF | 255,210 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.29 % | 102.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,225 CHF | 255,250 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.28 % | 102.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,200 CHF | 255,225 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.27 % | 102.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,175 CHF | 255,200 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.24 % | 102.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,100 CHF | 255,125 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.27 % | 102.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,222 CHF | 255,247 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.28 % | 102.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,199 CHF | 255,224 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.26 % | 102.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,150 CHF | 255,175 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.25 % | 102.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,122 CHF | 255,147 CHF | 100.00% | 100.00% |