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% | 101.59 % | 102.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,975 CHF | 256,025 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.59 % | 102.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,975 CHF | 256,025 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.59 % | 102.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,975 CHF | 256,025 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.56 % | 102.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,900 CHF | 255,950 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.57 % | 102.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,936 CHF | 255,986 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.57 % | 102.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,940 CHF | 255,990 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.54 % | 102.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,833 CHF | 255,883 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.52 % | 102.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,824 CHF | 255,874 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.52 % | 102.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,720 CHF | 255,770 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.50 % | 102.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,603 CHF | 255,629 CHF | 100.00% | 100.00% |