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 | 0.75% | 101.66 % | 102.43 % | 196,000 | 195,000 | 196,000 | 195,000 | 199,254 CHF | 199,738 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 101.65 % | 102.42 % | 196,000 | 195,000 | 196,000 | 195,000 | 199,234 CHF | 199,719 CHF | 100.00% | 100.00% |
18/11/2024 | 0.75% | 101.65 % | 102.42 % | 196,000 | 195,000 | 196,000 | 195,000 | 199,234 CHF | 199,719 CHF | 100.00% | 100.00% |
15/11/2024 | 0.75% | 101.65 % | 102.42 % | 196,000 | 195,000 | 196,000 | 195,000 | 199,234 CHF | 199,719 CHF | 100.00% | 100.00% |
14/11/2024 | 0.75% | 101.63 % | 102.40 % | 196,000 | 195,000 | 196,000 | 195,000 | 199,195 CHF | 199,680 CHF | 100.00% | 100.00% |
13/11/2024 | 0.75% | 101.63 % | 102.40 % | 196,000 | 195,000 | 196,000 | 195,000 | 199,195 CHF | 199,680 CHF | 100.00% | 100.00% |
12/11/2024 | 0.75% | 101.64 % | 102.41 % | 196,000 | 195,000 | 196,000 | 195,000 | 199,214 CHF | 199,700 CHF | 100.00% | 100.00% |
11/11/2024 | 0.75% | 101.62 % | 102.39 % | 196,000 | 195,000 | 196,000 | 195,000 | 199,175 CHF | 199,660 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 101.62 % | 102.39 % | 196,000 | 195,000 | 196,000 | 195,000 | 199,175 CHF | 199,660 CHF | 100.00% | 100.00% |
07/11/2024 | 0.75% | 101.61 % | 102.38 % | 196,000 | 195,000 | 196,000 | 195,000 | 199,156 CHF | 199,641 CHF | 100.00% | 100.00% |