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% | 102.69 % | 103.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,433 CHF | 259,507 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 102.98 % | 103.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,505 CHF | 259,577 CHF | 99.84% | 99.84% |
18/11/2024 | 0.80% | 103.53 % | 104.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,672 CHF | 260,747 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 103.33 % | 104.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,340 CHF | 260,415 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 103.25 % | 104.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,907 CHF | 259,982 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 102.93 % | 103.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,735 CHF | 259,810 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 103.05 % | 103.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,480 CHF | 260,555 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 103.72 % | 104.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,934 CHF | 261,009 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 103.13 % | 103.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,695 CHF | 259,770 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 102.88 % | 103.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,827 CHF | 259,902 CHF | 100.00% | 100.00% |