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% | 101.24 % | 102.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,177 CHF | 255,202 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.22 % | 102.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,106 CHF | 255,131 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.28 % | 102.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,261 CHF | 255,286 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.32 % | 102.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,394 CHF | 255,419 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.43 % | 102.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,554 CHF | 255,579 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.41 % | 102.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,531 CHF | 255,556 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.44 % | 102.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,568 CHF | 255,593 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.45 % | 102.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,622 CHF | 255,647 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.42 % | 102.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,476 CHF | 255,501 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.42 % | 102.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,500 CHF | 255,525 CHF | 100.00% | 100.00% |