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% | 101.87 % | 102.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,820 CHF | 256,870 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.85 % | 102.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,644 CHF | 256,694 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.97 % | 102.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,870 CHF | 256,920 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.89 % | 102.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,928 CHF | 256,978 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 102.12 % | 102.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,185 CHF | 257,235 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 102.07 % | 102.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,159 CHF | 257,209 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 102.10 % | 102.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,327 CHF | 257,377 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 102.19 % | 103.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,439 CHF | 257,489 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 102.08 % | 102.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,168 CHF | 257,218 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 102.15 % | 102.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,288 CHF | 257,338 CHF | 100.00% | 100.00% |