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% | 102.68 % | 103.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,749 CHF | 258,807 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 102.62 % | 103.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,645 CHF | 258,701 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 102.63 % | 103.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,442 CHF | 258,492 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 102.52 % | 103.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,290 CHF | 258,340 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 102.56 % | 103.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,074 CHF | 258,124 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 102.44 % | 103.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,056 CHF | 258,106 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 102.38 % | 103.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,092 CHF | 258,142 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 102.53 % | 103.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,305 CHF | 258,355 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 102.33 % | 103.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,815 CHF | 257,865 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 102.45 % | 103.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,070 CHF | 258,120 CHF | 100.00% | 100.00% |