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% | 101.38 % | 102.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,469 CHF | 255,494 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.38 % | 102.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,355 CHF | 255,380 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.37 % | 102.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,333 CHF | 255,358 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.21 % | 102.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,276 CHF | 255,301 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.33 % | 102.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,282 CHF | 255,307 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.27 % | 102.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,229 CHF | 255,254 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.23 % | 102.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,213 CHF | 255,238 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.24 % | 102.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,103 CHF | 255,128 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.23 % | 102.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,195 CHF | 255,220 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.25 % | 102.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,008 CHF | 255,033 CHF | 100.00% | 100.00% |