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% | 100.59 % | 101.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,521 CHF | 253,546 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.58 % | 101.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,445 CHF | 253,470 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.57 % | 101.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,380 CHF | 253,405 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.46 % | 101.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,225 CHF | 253,250 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.53 % | 101.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,286 CHF | 253,311 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.51 % | 101.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,268 CHF | 253,293 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.52 % | 101.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,310 CHF | 253,335 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.53 % | 101.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,380 CHF | 253,405 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.54 % | 101.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,378 CHF | 253,403 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.56 % | 101.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,400 CHF | 253,425 CHF | 100.00% | 100.00% |