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% | 103.93 % | 104.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,200 CHF | 262,298 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 103.80 % | 104.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,636 CHF | 261,715 CHF | 99.87% | 99.87% |
18/11/2024 | 0.80% | 103.83 % | 104.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,114 CHF | 261,189 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 103.42 % | 104.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,143 CHF | 260,218 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 103.32 % | 104.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,400 CHF | 259,471 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 103.17 % | 104.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,791 CHF | 259,866 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 102.81 % | 103.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,730 CHF | 259,805 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 103.50 % | 104.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,833 CHF | 260,908 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 102.86 % | 103.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,165 CHF | 259,240 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 103.18 % | 104.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,083 CHF | 260,158 CHF | 100.00% | 100.00% |