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% | 112.96 % | 113.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 283,149 CHF | 285,424 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 112.92 % | 113.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 282,167 CHF | 284,439 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 113.34 % | 114.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 283,155 CHF | 285,430 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 113.39 % | 114.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 283,712 CHF | 285,987 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 113.94 % | 114.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 284,062 CHF | 286,338 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 113.45 % | 114.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 283,496 CHF | 285,771 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 113.27 % | 114.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 284,343 CHF | 286,620 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 114.47 % | 115.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 286,015 CHF | 288,315 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 114.02 % | 114.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 285,095 CHF | 287,394 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 114.29 % | 115.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 285,936 CHF | 288,236 CHF | 99.99% | 99.99% |