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% | 101.64 % | 102.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,330 CHF | 256,380 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.58 % | 102.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,846 CHF | 255,896 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.47 % | 102.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,558 CHF | 255,587 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.59 % | 102.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,157 CHF | 256,207 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.74 % | 102.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,344 CHF | 256,394 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.67 % | 102.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,181 CHF | 256,231 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.70 % | 102.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,076 CHF | 256,126 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.65 % | 102.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,215 CHF | 256,265 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.65 % | 102.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,130 CHF | 256,180 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.61 % | 102.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,784 CHF | 255,834 CHF | 100.00% | 100.00% |