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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/11/2024 | 0.80% | 104.65 % | 105.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,625 CHF | 263,725 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 104.64 % | 105.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,600 CHF | 263,700 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 104.64 % | 105.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,600 CHF | 263,700 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 104.64 % | 105.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,600 CHF | 263,700 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 104.63 % | 105.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,575 CHF | 263,675 CHF | 100.00% | 100.00% |
06/11/2024 | 0.80% | 104.62 % | 105.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,520 CHF | 263,620 CHF | 100.00% | 100.00% |
05/11/2024 | 0.80% | 104.55 % | 105.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,094 CHF | 263,194 CHF | 100.00% | 100.00% |
04/11/2024 | 0.80% | 104.43 % | 105.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,087 CHF | 263,187 CHF | 100.00% | 100.00% |
01/11/2024 | 0.80% | 104.38 % | 105.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,982 CHF | 263,082 CHF | 100.00% | 100.00% |
31/10/2024 | 0.80% | 104.40 % | 105.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,493 CHF | 263,593 CHF | 100.00% | 100.00% |