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 | 0.94% | 105.46 % | 106.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,650 CHF | 266,150 CHF | 100.00% | 100.00% |
19/11/2024 | 0.94% | 105.46 % | 106.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,656 CHF | 266,156 CHF | 100.00% | 100.00% |
18/11/2024 | 0.94% | 105.43 % | 106.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,609 CHF | 266,109 CHF | 100.00% | 100.00% |
15/11/2024 | 0.94% | 105.44 % | 106.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,680 CHF | 266,180 CHF | 100.00% | 100.00% |
14/11/2024 | 0.94% | 105.46 % | 106.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,626 CHF | 266,126 CHF | 100.00% | 100.00% |
13/11/2024 | 0.94% | 105.43 % | 106.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,539 CHF | 266,039 CHF | 100.00% | 100.00% |
12/11/2024 | 0.94% | 105.43 % | 106.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,564 CHF | 266,064 CHF | 100.00% | 100.00% |
11/11/2024 | 0.94% | 105.42 % | 106.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,547 CHF | 266,047 CHF | 100.00% | 100.00% |
08/11/2024 | 0.94% | 105.40 % | 106.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,499 CHF | 265,999 CHF | 100.00% | 100.00% |
07/11/2024 | 0.94% | 105.41 % | 106.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,515 CHF | 266,015 CHF | 100.00% | 100.00% |