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% | 100.27 % | 101.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,766 CHF | 252,791 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.29 % | 101.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,743 CHF | 252,763 CHF | 99.99% | 99.99% |
18/11/2024 | 0.80% | 100.40 % | 101.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,013 CHF | 253,038 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.43 % | 101.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,302 CHF | 253,327 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.58 % | 101.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,350 CHF | 253,375 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.40 % | 101.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,132 CHF | 253,157 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.45 % | 101.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,380 CHF | 253,405 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.81 % | 101.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,838 CHF | 253,863 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.68 % | 101.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,794 CHF | 253,819 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.93 % | 101.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,413 CHF | 254,438 CHF | 100.00% | 100.00% |