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% | 102.02 % | 102.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,050 CHF | 257,100 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 102.02 % | 102.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,050 CHF | 257,100 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 102.01 % | 102.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,025 CHF | 257,075 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 102.02 % | 102.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,050 CHF | 257,100 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 102.02 % | 102.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,031 CHF | 257,081 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 102.00 % | 102.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,000 CHF | 257,050 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 102.00 % | 102.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,000 CHF | 257,050 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.99 % | 102.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,975 CHF | 257,025 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.98 % | 102.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,950 CHF | 257,000 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.98 % | 102.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,977 CHF | 257,027 CHF | 100.00% | 100.00% |