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% | 103.15 % | 103.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,607 CHF | 259,682 CHF | 100.00% | 100.00% |
20/11/2024 | 0.80% | 102.66 % | 103.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,905 CHF | 258,975 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 102.60 % | 103.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,509 CHF | 258,564 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 102.74 % | 103.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,741 CHF | 258,800 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 102.71 % | 103.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,151 CHF | 259,226 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 102.96 % | 103.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,176 CHF | 259,251 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 102.69 % | 103.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,791 CHF | 258,855 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 102.83 % | 103.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,502 CHF | 259,577 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 103.24 % | 104.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,101 CHF | 260,176 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 103.02 % | 103.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,567 CHF | 259,642 CHF | 100.00% | 100.00% |