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% | 101.95 % | 102.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,995 CHF | 257,045 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.97 % | 102.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,874 CHF | 256,924 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.95 % | 102.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,837 CHF | 256,887 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.92 % | 102.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,713 CHF | 256,763 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.90 % | 102.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,733 CHF | 256,783 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.88 % | 102.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,592 CHF | 256,642 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.85 % | 102.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,589 CHF | 256,639 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.82 % | 102.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,591 CHF | 256,641 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.66 % | 102.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,174 CHF | 256,224 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.65 % | 102.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,248 CHF | 256,298 CHF | 100.00% | 100.00% |