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% | 101.82 % | 102.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,839 CHF | 256,889 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.87 % | 102.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,686 CHF | 256,736 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 102.04 % | 102.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,025 CHF | 257,075 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 102.07 % | 102.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,359 CHF | 257,409 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 102.33 % | 103.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,502 CHF | 257,552 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 102.10 % | 102.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,286 CHF | 257,336 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 102.10 % | 102.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,488 CHF | 257,538 CHF | 99.99% | 99.99% |
11/11/2024 | 0.80% | 102.45 % | 103.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,111 CHF | 258,161 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 102.26 % | 103.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,759 CHF | 257,809 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 102.49 % | 103.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,349 CHF | 258,399 CHF | 100.00% | 100.00% |