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% | 102.41 % | 103.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,015 CHF | 258,065 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 102.34 % | 103.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,874 CHF | 257,924 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 102.29 % | 103.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,758 CHF | 257,808 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 102.22 % | 103.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,472 CHF | 257,522 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 102.10 % | 102.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,134 CHF | 257,184 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.71 % | 102.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,362 CHF | 256,412 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 102.02 % | 102.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,903 CHF | 256,953 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 102.01 % | 102.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,056 CHF | 257,106 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.73 % | 102.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,903 CHF | 256,953 CHF | 99.99% | 99.99% |
07/11/2024 | 0.80% | 102.10 % | 102.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,213 CHF | 257,263 CHF | 99.99% | 99.99% |