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% | 103.11 % | 103.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,862 CHF | 259,937 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 103.03 % | 103.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,632 CHF | 259,707 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 103.14 % | 103.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,850 CHF | 259,925 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 103.14 % | 103.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,019 CHF | 260,094 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 103.27 % | 104.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,157 CHF | 260,232 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 103.27 % | 104.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,137 CHF | 260,212 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 103.28 % | 104.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,277 CHF | 260,352 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 103.35 % | 104.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,372 CHF | 260,447 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 103.28 % | 104.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,162 CHF | 260,237 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 103.29 % | 104.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,155 CHF | 260,230 CHF | 100.00% | 100.00% |