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% | 102.37 % | 103.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,926 CHF | 257,976 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 102.39 % | 103.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,004 CHF | 258,054 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 102.41 % | 103.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,991 CHF | 258,041 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 102.45 % | 103.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,288 CHF | 258,338 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 102.54 % | 103.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,207 CHF | 258,257 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 102.44 % | 103.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,069 CHF | 258,119 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 102.45 % | 103.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,218 CHF | 258,268 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 102.54 % | 103.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,269 CHF | 258,319 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 102.41 % | 103.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,014 CHF | 258,064 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 102.46 % | 103.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,140 CHF | 258,190 CHF | 100.00% | 100.00% |