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% | 107.09 % | 107.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,024 CHF | 270,174 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 107.07 % | 107.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,712 CHF | 269,862 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 107.11 % | 107.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,541 CHF | 269,691 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 106.91 % | 107.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,271 CHF | 269,421 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 106.88 % | 107.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,749 CHF | 268,899 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 106.53 % | 107.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,294 CHF | 268,440 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 106.66 % | 107.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,976 CHF | 269,126 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 107.19 % | 108.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,900 CHF | 270,050 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 106.92 % | 107.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,316 CHF | 269,466 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 107.08 % | 107.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,842 CHF | 269,992 CHF | 100.00% | 100.00% |