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% | 103.35 % | 104.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,375 CHF | 260,450 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 103.26 % | 104.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,111 CHF | 260,186 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 103.25 % | 104.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,145 CHF | 260,220 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 103.27 % | 104.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,416 CHF | 260,491 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 103.41 % | 104.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,447 CHF | 260,522 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 103.22 % | 104.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,805 CHF | 259,880 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 102.66 % | 103.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,478 CHF | 258,528 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 102.52 % | 103.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,305 CHF | 258,355 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 102.45 % | 103.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,179 CHF | 258,229 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 102.40 % | 103.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,506 CHF | 257,556 CHF | 100.00% | 100.00% |