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% | 102.31 % | 103.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,775 CHF | 257,825 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 102.15 % | 102.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,298 CHF | 257,348 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.96 % | 102.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,774 CHF | 256,824 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.63 % | 102.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,657 CHF | 256,707 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.96 % | 102.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,976 CHF | 257,026 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 102.13 % | 102.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,163 CHF | 257,213 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.97 % | 102.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,724 CHF | 256,772 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.20 % | 102.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,179 CHF | 255,204 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.05 % | 101.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,821 CHF | 254,846 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.25 % | 102.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,304 CHF | 255,329 CHF | 100.00% | 100.00% |