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% | 102.24 % | 103.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,601 CHF | 257,651 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 102.01 % | 102.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,973 CHF | 257,023 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 102.14 % | 102.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,067 CHF | 257,117 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.92 % | 102.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,486 CHF | 257,536 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 102.30 % | 103.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,745 CHF | 257,795 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 102.41 % | 103.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,207 CHF | 258,257 CHF | 99.84% | 99.84% |
12/11/2024 | 0.80% | 102.59 % | 103.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,557 CHF | 258,610 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 102.69 % | 103.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,982 CHF | 259,053 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 102.70 % | 103.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,845 CHF | 258,913 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 102.78 % | 103.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,031 CHF | 259,104 CHF | 100.00% | 100.00% |