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% | 101.76 % | 102.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,410 CHF | 256,460 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.69 % | 102.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,406 CHF | 256,456 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.93 % | 102.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,644 CHF | 256,694 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.75 % | 102.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,345 CHF | 256,395 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.69 % | 102.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,160 CHF | 256,210 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.58 % | 102.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,116 CHF | 256,166 CHF | 99.94% | 99.94% |
12/11/2024 | 0.80% | 101.70 % | 102.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,371 CHF | 256,421 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.72 % | 102.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,235 CHF | 256,285 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.52 % | 102.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,040 CHF | 256,090 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.65 % | 102.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,255 CHF | 256,305 CHF | 100.00% | 100.00% |