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% | 103.66 % | 104.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,150 CHF | 261,225 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 103.65 % | 104.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,125 CHF | 261,200 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 103.65 % | 104.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,125 CHF | 261,200 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 103.64 % | 104.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,100 CHF | 261,175 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 103.65 % | 104.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,125 CHF | 261,200 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 103.65 % | 104.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,125 CHF | 261,200 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 103.64 % | 104.47 % | 246,000 | 250,000 | 246,098 | 250,000 | 255,056 CHF | 261,175 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 103.64 % | 104.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,094 CHF | 261,169 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 103.63 % | 104.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,053 CHF | 261,128 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 103.63 % | 104.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,004 CHF | 261,079 CHF | 100.00% | 100.00% |