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% | 101.48 % | 102.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,402 CHF | 256,452 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.66 % | 102.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,085 CHF | 255,112 CHF | 99.63% | 99.63% |
18/11/2024 | 0.80% | 101.51 % | 102.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,967 CHF | 256,017 CHF | 99.99% | 99.99% |
15/11/2024 | 0.80% | 101.67 % | 102.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,890 CHF | 255,935 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.90 % | 101.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,990 CHF | 254,015 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.66 % | 101.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,694 CHF | 254,720 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.38 % | 102.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,581 CHF | 255,622 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.33 % | 102.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,728 CHF | 254,753 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.83 % | 101.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,873 CHF | 253,898 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.60 % | 101.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,288 CHF | 253,312 CHF | 100.00% | 100.00% |