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% | 100.08 % | 100.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,454 CHF | 252,460 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 99.97 % | 100.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,945 CHF | 251,945 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.07 % | 100.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,228 CHF | 252,228 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.05 % | 100.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,227 CHF | 252,227 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.17 % | 100.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,348 CHF | 252,348 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.08 % | 100.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,218 CHF | 252,218 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.02 % | 100.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,171 CHF | 252,171 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.10 % | 100.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,287 CHF | 252,289 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.04 % | 100.84 % | 250,000 | 230,000 | 250,000 | 248,038 | 250,172 CHF | 250,193 CHF | 99.98% | 99.98% |
07/11/2024 | 0.80% | 100.12 % | 100.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,173 CHF | 252,173 CHF | 100.00% | 100.00% |