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% | 100.93 % | 101.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,374 CHF | 254,399 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.89 % | 101.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,241 CHF | 254,266 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.86 % | 101.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,131 CHF | 254,156 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.73 % | 101.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,973 CHF | 253,998 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.82 % | 101.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,183 CHF | 254,208 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.82 % | 101.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,115 CHF | 254,140 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.83 % | 101.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,078 CHF | 254,103 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.91 % | 101.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,340 CHF | 254,365 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.89 % | 101.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,178 CHF | 254,203 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.85 % | 101.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,133 CHF | 254,158 CHF | 100.00% | 100.00% |