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% | 100.48 % | 101.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,886 CHF | 253,911 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.75 % | 101.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,439 CHF | 253,464 CHF | 99.90% | 99.90% |
18/11/2024 | 0.80% | 101.26 % | 102.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,434 CHF | 254,459 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.77 % | 101.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,984 CHF | 254,009 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.31 % | 101.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,719 CHF | 251,720 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 98.73 % | 99.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,699 CHF | 250,701 CHF | 99.90% | 99.90% |
12/11/2024 | 0.80% | 99.88 % | 100.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,099 CHF | 253,119 CHF | 99.97% | 99.97% |
11/11/2024 | 0.80% | 100.42 % | 101.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,345 CHF | 252,358 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.44 % | 100.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,988 CHF | 250,988 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.48 % | 101.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,722 CHF | 253,747 CHF | 99.93% | 99.93% |