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% | 103.42 % | 104.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,578 CHF | 260,653 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 103.41 % | 104.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,584 CHF | 260,659 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 103.48 % | 104.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,672 CHF | 260,747 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 103.38 % | 104.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,440 CHF | 260,515 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 103.40 % | 104.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,427 CHF | 260,502 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 103.39 % | 104.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,479 CHF | 260,554 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 103.40 % | 104.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,623 CHF | 260,698 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 103.51 % | 104.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,805 CHF | 260,880 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 103.48 % | 104.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,697 CHF | 260,772 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 103.57 % | 104.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,891 CHF | 260,966 CHF | 100.00% | 100.00% |