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% | 102.81 % | 103.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,025 CHF | 259,100 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 102.80 % | 103.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,000 CHF | 259,075 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 102.79 % | 103.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,975 CHF | 259,050 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 102.79 % | 103.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,975 CHF | 259,050 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 102.79 % | 103.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,975 CHF | 259,050 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 102.78 % | 103.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,955 CHF | 259,030 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 102.78 % | 103.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,900 CHF | 258,975 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 102.76 % | 103.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,914 CHF | 258,989 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 102.75 % | 103.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,856 CHF | 258,931 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 102.74 % | 103.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,774 CHF | 258,833 CHF | 100.00% | 100.00% |