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% | 101.97 % | 102.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,642 CHF | 257,692 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 102.02 % | 102.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,982 CHF | 257,032 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 102.00 % | 102.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,655 CHF | 256,705 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 102.26 % | 103.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,478 CHF | 258,528 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 102.72 % | 103.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,253 CHF | 259,327 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 102.82 % | 103.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,157 CHF | 259,232 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 102.83 % | 103.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,187 CHF | 259,262 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 102.98 % | 103.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,669 CHF | 259,744 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 103.27 % | 104.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,946 CHF | 260,021 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 103.01 % | 103.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,316 CHF | 259,391 CHF | 100.00% | 100.00% |