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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.80% | 103.05 % | 103.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,625 CHF | 259,700 CHF | 100.00% | 100.00% |
20/11/2024 | 0.80% | 103.03 % | 103.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,575 CHF | 259,650 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 103.04 % | 103.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,552 CHF | 259,627 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 103.02 % | 103.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,543 CHF | 259,618 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 102.98 % | 103.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,450 CHF | 259,525 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 102.99 % | 103.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,498 CHF | 259,573 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 102.99 % | 103.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,493 CHF | 259,568 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 102.93 % | 103.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,287 CHF | 259,362 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 102.92 % | 103.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,384 CHF | 259,459 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 102.96 % | 103.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,269 CHF | 259,344 CHF | 100.00% | 100.00% |