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% | 104.75 % | 105.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,954 CHF | 264,054 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 104.47 % | 105.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,067 CHF | 263,167 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 104.43 % | 105.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,675 CHF | 262,775 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 104.16 % | 105.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,757 CHF | 262,857 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 104.50 % | 105.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,913 CHF | 263,013 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 104.33 % | 105.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,591 CHF | 262,691 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 104.80 % | 105.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,024 CHF | 265,144 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 105.36 % | 106.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,425 CHF | 265,550 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 105.19 % | 106.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,862 CHF | 264,962 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 105.13 % | 105.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,827 CHF | 264,932 CHF | 100.00% | 100.00% |