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% | 101.83 % | 102.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,684 CHF | 256,734 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.80 % | 102.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,540 CHF | 256,590 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.80 % | 102.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,488 CHF | 256,538 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.78 % | 102.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,504 CHF | 256,554 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.77 % | 102.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,404 CHF | 256,454 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.71 % | 102.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,248 CHF | 256,298 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.65 % | 102.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,223 CHF | 256,273 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.64 % | 102.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,153 CHF | 256,203 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.65 % | 102.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,090 CHF | 256,140 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.63 % | 102.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,063 CHF | 256,113 CHF | 100.00% | 100.00% |