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% | 101.30 % | 102.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,672 CHF | 255,709 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.31 % | 102.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,493 CHF | 255,527 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.71 % | 102.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,080 CHF | 256,129 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.40 % | 102.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,910 CHF | 255,955 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.76 % | 102.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,465 CHF | 256,515 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.70 % | 102.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,235 CHF | 256,285 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.68 % | 102.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,114 CHF | 256,164 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.68 % | 102.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,395 CHF | 256,445 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.54 % | 102.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,987 CHF | 256,037 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.49 % | 102.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,843 CHF | 255,892 CHF | 100.00% | 100.00% |