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% | 101.34 % | 102.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,414 CHF | 255,439 CHF | 99.97% | 99.97% |
19/11/2024 | 0.80% | 101.14 % | 101.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,078 CHF | 255,107 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.52 % | 102.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,436 CHF | 255,463 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.27 % | 102.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,187 CHF | 255,212 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.35 % | 102.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,160 CHF | 255,185 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.12 % | 101.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,844 CHF | 254,869 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.15 % | 101.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,315 CHF | 255,340 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.44 % | 102.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,320 CHF | 255,345 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.07 % | 101.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,944 CHF | 254,969 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.32 % | 102.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,316 CHF | 255,341 CHF | 100.00% | 100.00% |