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% | 101.90 % | 102.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,962 CHF | 257,012 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.88 % | 102.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,720 CHF | 256,770 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 102.00 % | 102.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,943 CHF | 256,993 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.87 % | 102.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,833 CHF | 256,883 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 102.02 % | 102.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,876 CHF | 256,926 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.81 % | 102.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,566 CHF | 256,616 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.90 % | 102.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,854 CHF | 256,904 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 102.05 % | 102.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,973 CHF | 257,023 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.83 % | 102.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,713 CHF | 256,763 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 102.08 % | 102.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,182 CHF | 257,232 CHF | 100.00% | 100.00% |