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% | 100.52 % | 101.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,753 CHF | 253,778 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.66 % | 101.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,823 CHF | 253,848 CHF | 99.93% | 99.93% |
18/11/2024 | 0.80% | 100.83 % | 101.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,677 CHF | 253,702 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.80 % | 101.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,314 CHF | 254,339 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.02 % | 101.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,553 CHF | 254,578 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.69 % | 101.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,763 CHF | 253,788 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.85 % | 101.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,207 CHF | 254,232 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.85 % | 101.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,126 CHF | 254,151 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.69 % | 101.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,735 CHF | 253,760 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.65 % | 101.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,577 CHF | 253,602 CHF | 100.00% | 100.00% |