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% | 100.45 % | 101.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,229 CHF | 253,254 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.40 % | 101.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,065 CHF | 253,090 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.40 % | 101.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,971 CHF | 252,996 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.27 % | 101.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,826 CHF | 252,851 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.37 % | 101.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,943 CHF | 252,968 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.35 % | 101.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,853 CHF | 252,878 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.39 % | 101.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,140 CHF | 253,165 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.42 % | 101.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,101 CHF | 253,126 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.33 % | 101.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,900 CHF | 252,923 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.30 % | 101.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,745 CHF | 252,770 CHF | 100.00% | 100.00% |