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% | 102.33 % | 103.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,874 CHF | 257,924 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 102.29 % | 103.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,765 CHF | 257,815 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 102.29 % | 103.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,717 CHF | 257,767 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 102.27 % | 103.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,634 CHF | 257,684 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 102.24 % | 103.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,620 CHF | 257,670 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 102.25 % | 103.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,580 CHF | 257,630 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 102.32 % | 103.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,815 CHF | 257,865 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 102.32 % | 103.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,816 CHF | 257,866 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 102.27 % | 103.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,650 CHF | 257,700 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 102.27 % | 103.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,689 CHF | 257,739 CHF | 100.00% | 100.00% |