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% | 112.48 % | 113.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 281,517 CHF | 283,774 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 112.46 % | 113.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 281,101 CHF | 283,352 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 112.67 % | 113.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 281,445 CHF | 283,695 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 112.52 % | 113.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 281,450 CHF | 283,700 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 112.79 % | 113.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 281,665 CHF | 283,927 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 112.49 % | 113.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 281,204 CHF | 283,454 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 112.53 % | 113.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 281,718 CHF | 283,984 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 112.93 % | 113.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 282,110 CHF | 284,385 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 112.58 % | 113.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 281,522 CHF | 283,777 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 112.83 % | 113.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 282,251 CHF | 284,526 CHF | 100.00% | 100.00% |