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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.80% | 103.13 % | 103.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,825 CHF | 259,900 CHF | 100.00% | 100.00% |
20/11/2024 | 0.80% | 103.12 % | 103.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,800 CHF | 259,875 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 103.11 % | 103.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,775 CHF | 259,850 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 103.11 % | 103.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,775 CHF | 259,850 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 103.10 % | 103.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,750 CHF | 259,825 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 103.10 % | 103.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,750 CHF | 259,825 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 103.09 % | 103.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,725 CHF | 259,800 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 103.08 % | 103.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,700 CHF | 259,775 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 103.07 % | 103.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,675 CHF | 259,750 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 103.07 % | 103.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,675 CHF | 259,750 CHF | 100.00% | 100.00% |