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% | 103.47 % | 104.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,705 CHF | 260,780 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 103.39 % | 104.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,485 CHF | 260,560 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 103.37 % | 104.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,520 CHF | 260,595 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 103.37 % | 104.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,473 CHF | 260,548 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 103.47 % | 104.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,628 CHF | 260,703 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 103.37 % | 104.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,533 CHF | 260,608 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 103.41 % | 104.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,570 CHF | 260,645 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 103.44 % | 104.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,618 CHF | 260,693 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 103.36 % | 104.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,414 CHF | 260,489 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 103.37 % | 104.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,345 CHF | 260,420 CHF | 100.00% | 100.00% |