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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.80% | 103.45 % | 104.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,625 CHF | 260,700 CHF | 100.00% | 100.00% |
20/11/2024 | 0.80% | 103.52 % | 104.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,800 CHF | 260,875 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 103.55 % | 104.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,875 CHF | 260,950 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 103.58 % | 104.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,950 CHF | 261,025 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 103.65 % | 104.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,125 CHF | 261,200 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 103.63 % | 104.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,059 CHF | 261,134 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 103.61 % | 104.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,025 CHF | 261,100 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 103.60 % | 104.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,000 CHF | 261,075 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 103.57 % | 104.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,925 CHF | 261,000 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 103.52 % | 104.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,858 CHF | 260,933 CHF | 100.00% | 100.00% |