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% | 102.21 % | 103.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,433 CHF | 258,488 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 102.97 % | 103.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,422 CHF | 259,496 CHF | 99.98% | 99.98% |
18/11/2024 | 0.80% | 103.15 % | 103.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,768 CHF | 260,843 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 103.29 % | 104.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,343 CHF | 260,418 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 103.63 % | 104.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,189 CHF | 261,264 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 103.59 % | 104.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,033 CHF | 262,122 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 104.03 % | 104.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,625 CHF | 262,724 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 104.42 % | 105.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,254 CHF | 263,354 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 104.15 % | 104.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,354 CHF | 261,433 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 103.78 % | 104.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,136 CHF | 260,211 CHF | 100.00% | 100.00% |