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% | 102.64 % | 103.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,718 CHF | 258,770 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 102.65 % | 103.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,587 CHF | 258,637 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 102.60 % | 103.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,302 CHF | 258,352 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 102.59 % | 103.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,618 CHF | 258,668 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 102.67 % | 103.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,701 CHF | 258,751 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 102.66 % | 103.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,591 CHF | 258,641 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 102.65 % | 103.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,620 CHF | 258,670 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 102.62 % | 103.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,620 CHF | 258,670 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 102.58 % | 103.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,559 CHF | 258,609 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 102.59 % | 103.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,205 CHF | 258,255 CHF | 100.00% | 100.00% |