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% | 101.19 % | 102.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,187 CHF | 255,216 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.14 % | 101.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,720 CHF | 254,745 CHF | 99.99% | 99.99% |
18/11/2024 | 0.80% | 101.23 % | 102.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,967 CHF | 254,992 CHF | 99.99% | 99.99% |
15/11/2024 | 0.80% | 100.99 % | 101.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,682 CHF | 254,707 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.13 % | 101.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,605 CHF | 254,630 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.82 % | 101.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,296 CHF | 254,321 CHF | 99.88% | 99.88% |
12/11/2024 | 0.80% | 101.01 % | 101.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,272 CHF | 255,304 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.53 % | 102.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,040 CHF | 256,089 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.41 % | 102.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,803 CHF | 255,848 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.68 % | 102.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,799 CHF | 255,839 CHF | 100.00% | 100.00% |