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% | 102.30 % | 103.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,842 CHF | 257,892 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 102.24 % | 103.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,669 CHF | 257,719 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 102.33 % | 103.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,749 CHF | 257,799 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 102.19 % | 103.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,430 CHF | 257,480 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 102.19 % | 103.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,360 CHF | 257,410 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 102.49 % | 103.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,248 CHF | 258,298 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 102.53 % | 103.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,394 CHF | 258,444 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 102.63 % | 103.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,538 CHF | 258,588 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 102.49 % | 103.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,313 CHF | 258,363 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 102.65 % | 103.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,620 CHF | 258,670 CHF | 100.00% | 100.00% |