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% | 103.81 % | 104.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,575 CHF | 261,650 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 103.69 % | 104.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,315 CHF | 261,390 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 103.68 % | 104.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,166 CHF | 261,241 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 103.63 % | 104.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,161 CHF | 261,236 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 103.68 % | 104.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,153 CHF | 261,228 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 103.59 % | 104.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,015 CHF | 261,090 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 103.57 % | 104.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,046 CHF | 261,121 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 103.52 % | 104.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,829 CHF | 260,904 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 103.44 % | 104.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,535 CHF | 260,610 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 103.41 % | 104.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,520 CHF | 260,595 CHF | 100.00% | 100.00% |