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% | 119.91 % | 120.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 300,493 CHF | 302,912 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 120.06 % | 121.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 300,025 CHF | 302,429 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 120.29 % | 121.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 300,334 CHF | 302,742 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 120.15 % | 121.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 301,011 CHF | 303,436 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 120.67 % | 121.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 301,456 CHF | 303,881 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 120.33 % | 121.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 300,597 CHF | 303,022 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 120.36 % | 121.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 301,322 CHF | 303,747 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 120.69 % | 121.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 301,787 CHF | 304,212 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 120.34 % | 121.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 300,759 CHF | 303,184 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 120.52 % | 121.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 301,064 CHF | 303,489 CHF | 100.00% | 100.00% |