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% | 101.37 % | 102.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,629 CHF | 255,660 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.20 % | 102.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,031 CHF | 255,057 CHF | 99.94% | 99.94% |
18/11/2024 | 0.80% | 101.61 % | 102.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,337 CHF | 256,387 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.64 % | 102.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,103 CHF | 256,153 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.98 % | 102.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,844 CHF | 256,894 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.89 % | 102.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,807 CHF | 256,857 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 102.08 % | 102.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,589 CHF | 257,639 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 102.27 % | 103.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,144 CHF | 257,194 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.69 % | 102.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,409 CHF | 255,439 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.45 % | 102.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,009 CHF | 256,059 CHF | 100.00% | 100.00% |