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% | 102.66 % | 103.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,033 CHF | 259,105 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 102.70 % | 103.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,846 CHF | 258,912 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 102.96 % | 103.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,304 CHF | 259,379 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 103.00 % | 103.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,661 CHF | 259,736 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 103.35 % | 104.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,953 CHF | 260,028 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 103.07 % | 103.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,703 CHF | 259,778 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 103.07 % | 103.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,964 CHF | 260,039 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 103.57 % | 104.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,861 CHF | 260,936 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 103.23 % | 104.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,255 CHF | 260,330 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 103.55 % | 104.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,000 CHF | 261,075 CHF | 100.00% | 100.00% |