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% | 101.11 % | 101.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,869 CHF | 254,894 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.06 % | 101.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,631 CHF | 254,656 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.24 % | 102.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,007 CHF | 255,032 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.26 % | 102.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,345 CHF | 255,370 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.55 % | 102.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,561 CHF | 255,596 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.35 % | 102.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,375 CHF | 255,400 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.39 % | 102.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,901 CHF | 255,948 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.79 % | 102.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,444 CHF | 256,494 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.62 % | 102.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,164 CHF | 256,214 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.86 % | 102.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,814 CHF | 256,864 CHF | 100.00% | 100.00% |