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 | 0.74% | 103.07 % | 103.84 % | 190,000 | 190,000 | 190,000 | 190,000 | 195,833 CHF | 197,296 CHF | 100.00% | 100.00% |
19/11/2024 | 0.74% | 103.19 % | 103.96 % | 190,000 | 190,000 | 190,000 | 190,000 | 195,833 CHF | 197,296 CHF | 100.00% | 100.00% |
18/11/2024 | 0.74% | 103.16 % | 103.93 % | 190,000 | 190,000 | 190,000 | 190,000 | 196,004 CHF | 197,467 CHF | 100.00% | 100.00% |
15/11/2024 | 0.74% | 103.20 % | 103.97 % | 190,000 | 190,000 | 190,000 | 190,000 | 196,080 CHF | 197,543 CHF | 100.00% | 100.00% |
14/11/2024 | 0.74% | 103.14 % | 103.91 % | 190,000 | 190,000 | 190,000 | 190,000 | 195,838 CHF | 197,301 CHF | 100.00% | 100.00% |
13/11/2024 | 0.74% | 103.10 % | 103.87 % | 190,000 | 190,000 | 190,000 | 190,000 | 195,890 CHF | 197,353 CHF | 100.00% | 100.00% |
12/11/2024 | 0.74% | 103.03 % | 103.80 % | 190,000 | 190,000 | 190,000 | 190,000 | 195,757 CHF | 197,220 CHF | 100.00% | 100.00% |
11/11/2024 | 0.75% | 102.95 % | 103.72 % | 190,000 | 190,000 | 190,000 | 190,000 | 195,605 CHF | 197,068 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 102.98 % | 103.75 % | 190,000 | 190,000 | 190,000 | 190,000 | 195,515 CHF | 196,978 CHF | 100.00% | 100.00% |
07/11/2024 | 0.74% | 103.08 % | 103.85 % | 190,000 | 190,000 | 190,000 | 190,000 | 195,852 CHF | 197,315 CHF | 100.00% | 100.00% |