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% | 100.20 % | 101.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,284 CHF | 253,306 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.29 % | 101.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,806 CHF | 252,821 CHF | 99.78% | 99.78% |
18/11/2024 | 0.80% | 100.73 % | 101.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,495 CHF | 253,520 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.72 % | 101.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,134 CHF | 254,159 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.97 % | 101.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,959 CHF | 253,984 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.66 % | 101.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,757 CHF | 253,782 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.91 % | 101.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,466 CHF | 255,499 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.77 % | 102.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,434 CHF | 256,484 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.99 % | 101.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,850 CHF | 254,879 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.70 % | 102.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,974 CHF | 256,018 CHF | 99.94% | 99.94% |