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% | 101.31 % | 102.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,396 CHF | 255,421 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.31 % | 102.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,337 CHF | 255,363 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.51 % | 102.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,729 CHF | 255,772 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.55 % | 102.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,145 CHF | 256,195 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.90 % | 102.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,501 CHF | 256,551 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.71 % | 102.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,416 CHF | 256,466 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.81 % | 102.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,685 CHF | 256,735 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 102.08 % | 102.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,208 CHF | 257,258 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.97 % | 102.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,019 CHF | 257,069 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 102.13 % | 102.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,448 CHF | 257,498 CHF | 100.00% | 100.00% |