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% | 102.68 % | 103.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,700 CHF | 258,750 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 102.65 % | 103.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,601 CHF | 258,651 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 102.56 % | 103.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,299 CHF | 258,349 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 102.57 % | 103.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,492 CHF | 258,542 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 102.60 % | 103.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,500 CHF | 258,550 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 102.62 % | 103.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,553 CHF | 258,603 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 102.62 % | 103.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,504 CHF | 258,554 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 102.53 % | 103.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,492 CHF | 258,542 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 102.56 % | 103.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,393 CHF | 258,443 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 102.54 % | 103.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,199 CHF | 258,249 CHF | 100.00% | 100.00% |