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 | 0.98% | 101.71 % | 102.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,275 CHF | 256,775 CHF | 100.00% | 100.00% |
19/11/2024 | 0.98% | 101.70 % | 102.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,267 CHF | 256,767 CHF | 100.00% | 100.00% |
18/11/2024 | 0.98% | 101.67 % | 102.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,160 CHF | 256,660 CHF | 100.00% | 100.00% |
15/11/2024 | 0.98% | 101.67 % | 102.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,273 CHF | 256,773 CHF | 100.00% | 100.00% |
14/11/2024 | 0.98% | 101.72 % | 102.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,257 CHF | 256,757 CHF | 100.00% | 100.00% |
13/11/2024 | 0.98% | 101.69 % | 102.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,190 CHF | 256,690 CHF | 100.00% | 100.00% |
12/11/2024 | 0.98% | 101.70 % | 102.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,236 CHF | 256,736 CHF | 100.00% | 100.00% |
11/11/2024 | 0.98% | 101.69 % | 102.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,193 CHF | 256,693 CHF | 100.00% | 100.00% |
08/11/2024 | 0.98% | 101.65 % | 102.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,107 CHF | 256,607 CHF | 100.00% | 100.00% |
07/11/2024 | 0.98% | 101.65 % | 102.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,151 CHF | 256,651 CHF | 100.00% | 100.00% |