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% | 101.19 % | 102.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,031 CHF | 255,056 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.20 % | 102.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,044 CHF | 255,069 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.25 % | 102.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,074 CHF | 255,099 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.21 % | 102.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,173 CHF | 255,198 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.28 % | 102.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,101 CHF | 255,126 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.18 % | 101.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,921 CHF | 254,946 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.19 % | 102.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,974 CHF | 254,999 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.23 % | 102.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,065 CHF | 255,090 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.19 % | 102.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,017 CHF | 255,042 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.23 % | 102.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,117 CHF | 255,142 CHF | 100.00% | 100.00% |