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% | 100.36 % | 101.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,173 CHF | 253,198 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.46 % | 101.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,159 CHF | 253,184 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.38 % | 101.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,701 CHF | 252,723 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.01 % | 100.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,253 CHF | 252,254 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.16 % | 100.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,343 CHF | 252,343 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.03 % | 100.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,076 CHF | 252,076 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.01 % | 100.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,284 CHF | 252,288 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.26 % | 101.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,726 CHF | 252,751 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.12 % | 100.92 % | 250,000 | 230,000 | 250,000 | 248,235 | 250,385 CHF | 250,608 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.28 % | 101.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,719 CHF | 252,743 CHF | 100.00% | 100.00% |