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% | 107.40 % | 108.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,606 CHF | 270,756 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 107.35 % | 108.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,571 CHF | 270,721 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 107.43 % | 108.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,531 CHF | 270,681 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 107.43 % | 108.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,444 CHF | 270,594 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 107.38 % | 108.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,013 CHF | 270,163 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 107.32 % | 108.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,257 CHF | 270,407 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 107.24 % | 108.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,297 CHF | 270,447 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 107.43 % | 108.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,630 CHF | 270,780 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 107.27 % | 108.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,191 CHF | 270,341 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 107.38 % | 108.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,627 CHF | 270,777 CHF | 100.00% | 100.00% |