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% | 101.16 % | 101.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,900 CHF | 254,925 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.15 % | 101.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,875 CHF | 254,900 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.10 % | 101.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,750 CHF | 254,775 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.04 % | 101.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,733 CHF | 254,758 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.09 % | 101.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,725 CHF | 254,750 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.04 % | 101.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,664 CHF | 254,689 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.03 % | 101.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,647 CHF | 254,672 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.00 % | 101.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,608 CHF | 254,633 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.97 % | 101.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,483 CHF | 254,508 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.00 % | 101.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,581 CHF | 254,606 CHF | 100.00% | 100.00% |