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% | 101.50 % | 102.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,750 CHF | 255,800 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.49 % | 102.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,725 CHF | 255,775 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.49 % | 102.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,725 CHF | 255,775 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.49 % | 102.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,725 CHF | 255,775 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.48 % | 102.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,700 CHF | 255,750 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.48 % | 102.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,700 CHF | 255,750 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.47 % | 102.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,675 CHF | 255,725 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.47 % | 102.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,675 CHF | 255,725 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.47 % | 102.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,675 CHF | 255,700 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.46 % | 102.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,650 CHF | 255,675 CHF | 100.00% | 100.00% |