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% | 100.24 % | 101.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,600 CHF | 252,625 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.23 % | 101.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,575 CHF | 252,600 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.23 % | 101.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,575 CHF | 252,600 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.23 % | 101.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,575 CHF | 252,600 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.23 % | 101.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,575 CHF | 252,600 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.22 % | 101.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,550 CHF | 252,550 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.22 % | 101.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,550 CHF | 252,550 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.22 % | 101.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,540 CHF | 252,540 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.22 % | 101.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,550 CHF | 252,550 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.23 % | 101.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,561 CHF | 252,573 CHF | 100.00% | 100.00% |