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% | 102.81 % | 103.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,035 CHF | 259,110 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 102.81 % | 103.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,025 CHF | 259,100 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 102.77 % | 103.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,918 CHF | 258,993 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 102.69 % | 103.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,860 CHF | 258,933 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 102.78 % | 103.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,944 CHF | 259,019 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 102.72 % | 103.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,813 CHF | 258,881 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 102.75 % | 103.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,787 CHF | 258,858 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 102.49 % | 103.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,233 CHF | 258,283 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 102.07 % | 102.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,411 CHF | 257,461 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 102.18 % | 103.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,743 CHF | 257,793 CHF | 100.00% | 100.00% |