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% | 101.52 % | 102.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,858 CHF | 255,908 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.52 % | 102.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,821 CHF | 255,871 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.50 % | 102.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,724 CHF | 255,768 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.40 % | 102.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,471 CHF | 255,496 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.39 % | 102.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,374 CHF | 255,399 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.34 % | 102.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,363 CHF | 255,388 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.29 % | 102.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,377 CHF | 255,402 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.36 % | 102.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,471 CHF | 255,500 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.25 % | 102.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,162 CHF | 255,187 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.31 % | 102.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,366 CHF | 255,391 CHF | 100.00% | 100.00% |