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% | 101.53 % | 102.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,051 CHF | 256,101 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.71 % | 102.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,262 CHF | 256,312 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.69 % | 102.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,341 CHF | 256,391 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.70 % | 102.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,302 CHF | 256,352 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.71 % | 102.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,264 CHF | 256,314 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.66 % | 102.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,018 CHF | 256,068 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.58 % | 102.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,210 CHF | 256,260 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.76 % | 102.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,214 CHF | 256,264 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.78 % | 102.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,931 CHF | 255,975 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.41 % | 102.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,364 CHF | 255,389 CHF | 100.00% | 100.00% |