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% | 102.38 % | 103.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,769 CHF | 258,838 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 102.41 % | 103.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,082 CHF | 259,152 CHF | 99.98% | 99.98% |
18/11/2024 | 0.80% | 102.47 % | 103.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,649 CHF | 258,705 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 102.51 % | 103.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,880 CHF | 258,951 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 103.38 % | 104.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,531 CHF | 260,606 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 102.70 % | 103.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,201 CHF | 260,275 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 102.57 % | 103.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,090 CHF | 260,164 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 103.24 % | 104.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,711 CHF | 261,790 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 103.60 % | 104.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,755 CHF | 260,830 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 103.49 % | 104.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,386 CHF | 259,461 CHF | 100.00% | 100.00% |