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% | 100.38 % | 101.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,053 CHF | 253,078 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.19 % | 100.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,430 CHF | 252,435 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.33 % | 101.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,800 CHF | 252,825 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.36 % | 101.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,064 CHF | 253,089 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.40 % | 101.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,947 CHF | 252,972 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.35 % | 101.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,841 CHF | 252,866 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.35 % | 101.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,005 CHF | 253,030 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.47 % | 101.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,168 CHF | 253,193 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.35 % | 101.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,794 CHF | 252,819 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.30 % | 101.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,665 CHF | 252,685 CHF | 100.00% | 100.00% |