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% | 100.73 % | 101.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,868 CHF | 253,893 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.73 % | 101.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,852 CHF | 253,877 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.73 % | 101.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,825 CHF | 253,850 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.71 % | 101.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,817 CHF | 253,842 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.73 % | 101.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,819 CHF | 253,844 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.69 % | 101.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,755 CHF | 253,780 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.72 % | 101.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,800 CHF | 253,825 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.72 % | 101.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,800 CHF | 253,825 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.70 % | 101.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,750 CHF | 253,775 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.70 % | 101.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,725 CHF | 253,750 CHF | 100.00% | 100.00% |