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% | 100.54 % | 101.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,393 CHF | 253,418 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.41 % | 101.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,109 CHF | 253,134 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.44 % | 101.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,030 CHF | 253,055 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.04 % | 100.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,587 CHF | 252,603 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.26 % | 101.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,677 CHF | 252,695 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.92 % | 100.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,018 CHF | 252,018 CHF | 99.98% | 99.98% |
12/11/2024 | 0.80% | 99.88 % | 100.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,986 CHF | 251,986 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.09 % | 100.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,489 CHF | 252,495 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.98 % | 100.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,019 CHF | 252,019 CHF | 99.88% | 99.88% |
07/11/2024 | 0.80% | 99.79 % | 100.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,762 CHF | 251,762 CHF | 100.00% | 100.00% |