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% | 101.35 % | 102.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,497 CHF | 256,544 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.41 % | 102.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,238 CHF | 255,263 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.89 % | 101.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,147 CHF | 254,172 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.33 % | 102.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,148 CHF | 256,195 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.93 % | 102.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,871 CHF | 256,921 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.84 % | 102.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,853 CHF | 256,903 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.89 % | 102.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,402 CHF | 256,452 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.69 % | 102.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,678 CHF | 256,728 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.82 % | 102.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,769 CHF | 256,819 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.90 % | 102.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,178 CHF | 256,228 CHF | 100.00% | 100.00% |