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% | 101.70 % | 102.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,332 CHF | 256,382 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.71 % | 102.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,339 CHF | 256,389 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.69 % | 102.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,259 CHF | 256,309 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.68 % | 102.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,213 CHF | 256,263 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.65 % | 102.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,071 CHF | 256,121 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.51 % | 102.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,836 CHF | 255,886 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.53 % | 102.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,865 CHF | 255,915 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.51 % | 102.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,767 CHF | 255,817 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.45 % | 102.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,762 CHF | 255,806 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.50 % | 102.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,806 CHF | 255,856 CHF | 100.00% | 100.00% |