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% | 101.90 % | 102.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,885 CHF | 256,935 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.86 % | 102.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,650 CHF | 256,700 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 102.01 % | 102.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,005 CHF | 257,055 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 102.00 % | 102.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,106 CHF | 257,156 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 102.28 % | 103.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,407 CHF | 257,457 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 102.08 % | 102.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,337 CHF | 257,387 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 102.15 % | 102.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,437 CHF | 257,487 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 102.28 % | 103.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,702 CHF | 257,752 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 102.11 % | 102.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,260 CHF | 257,310 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 102.18 % | 103.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,447 CHF | 257,497 CHF | 100.00% | 100.00% |