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% | 101.48 % | 102.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,886 CHF | 255,936 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.45 % | 102.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,664 CHF | 255,697 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.56 % | 102.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,820 CHF | 255,869 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.53 % | 102.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,764 CHF | 255,814 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.47 % | 102.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,694 CHF | 255,737 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.50 % | 102.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,572 CHF | 255,601 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.38 % | 102.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,556 CHF | 255,581 CHF | 99.95% | 99.95% |
11/11/2024 | 0.80% | 101.48 % | 102.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,721 CHF | 255,763 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.43 % | 102.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,521 CHF | 255,546 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.44 % | 102.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,636 CHF | 255,666 CHF | 100.00% | 100.00% |