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% | 101.49 % | 102.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,889 CHF | 255,939 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.47 % | 102.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,708 CHF | 255,751 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.52 % | 102.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,775 CHF | 255,819 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.44 % | 102.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,714 CHF | 255,764 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.53 % | 102.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,772 CHF | 255,818 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.43 % | 102.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,655 CHF | 255,697 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.43 % | 102.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,834 CHF | 255,883 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.56 % | 102.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,971 CHF | 256,021 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.51 % | 102.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,881 CHF | 255,931 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.55 % | 102.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,828 CHF | 255,876 CHF | 100.00% | 100.00% |