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% | 100.45 % | 101.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,249 CHF | 253,274 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.35 % | 101.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,098 CHF | 253,123 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.54 % | 101.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,287 CHF | 253,312 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.40 % | 101.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,217 CHF | 253,242 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.59 % | 101.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,548 CHF | 253,573 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.57 % | 101.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,442 CHF | 253,467 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.54 % | 101.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,337 CHF | 253,362 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.51 % | 101.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,372 CHF | 253,397 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.40 % | 101.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,008 CHF | 253,033 CHF | 99.99% | 99.99% |
07/11/2024 | 0.80% | 100.42 % | 101.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,090 CHF | 253,115 CHF | 100.00% | 100.00% |