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% | 103.17 % | 104.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,671 CHF | 259,746 CHF | 100.00% | 100.00% |
20/11/2024 | 0.80% | 102.68 % | 103.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,970 CHF | 259,040 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 102.63 % | 103.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,561 CHF | 258,616 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 102.75 % | 103.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,802 CHF | 258,865 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 102.74 % | 103.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,215 CHF | 259,290 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 102.99 % | 103.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,244 CHF | 259,319 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 102.71 % | 103.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,846 CHF | 258,912 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 102.85 % | 103.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,571 CHF | 259,646 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 103.27 % | 104.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,174 CHF | 260,249 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 103.05 % | 103.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,640 CHF | 259,715 CHF | 100.00% | 100.00% |