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% | 101.06 % | 101.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,650 CHF | 254,675 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.05 % | 101.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,651 CHF | 254,676 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.06 % | 101.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,650 CHF | 254,675 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.00 % | 101.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,521 CHF | 254,546 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.02 % | 101.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,550 CHF | 254,575 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.00 % | 101.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,483 CHF | 254,508 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.93 % | 101.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,388 CHF | 254,413 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.94 % | 101.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,372 CHF | 254,397 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.88 % | 101.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,218 CHF | 254,243 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.94 % | 101.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,309 CHF | 254,334 CHF | 100.00% | 100.00% |