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 | 0.60% | 100.11 % | 100.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,273 CHF | 251,773 CHF | 100.00% | 100.00% |
19/11/2024 | 0.60% | 100.10 % | 100.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,265 CHF | 251,765 CHF | 89.36% | 89.36% |
18/11/2024 | 0.60% | 100.10 % | 100.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,245 CHF | 251,745 CHF | 99.67% | 99.67% |
15/11/2024 | 0.60% | 100.10 % | 100.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,263 CHF | 251,763 CHF | 100.00% | 100.00% |
14/11/2024 | 0.60% | 100.10 % | 100.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,250 CHF | 251,750 CHF | 100.00% | 100.00% |
13/11/2024 | 0.60% | 100.09 % | 100.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,208 CHF | 251,708 CHF | 100.00% | 100.00% |
12/11/2024 | 0.60% | 100.09 % | 100.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,216 CHF | 251,716 CHF | 98.71% | 98.71% |
11/11/2024 | 0.60% | 100.08 % | 100.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,198 CHF | 251,698 CHF | 100.00% | 100.00% |
08/11/2024 | 0.60% | 100.07 % | 100.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,183 CHF | 251,683 CHF | 99.84% | 99.84% |
07/11/2024 | 0.60% | 100.08 % | 100.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,202 CHF | 251,702 CHF | 100.00% | 100.00% |