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% | 100.18 % | 100.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,975 CHF | 252,997 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.40 % | 101.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,797 CHF | 252,820 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.52 % | 101.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,354 CHF | 253,379 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.62 % | 101.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,692 CHF | 253,717 CHF | 99.99% | 99.99% |
14/11/2024 | 0.80% | 100.61 % | 101.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,464 CHF | 253,489 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.39 % | 101.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,967 CHF | 252,992 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.30 % | 101.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,448 CHF | 253,470 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.59 % | 101.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,947 CHF | 253,972 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.64 % | 101.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,757 CHF | 253,782 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.94 % | 101.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,463 CHF | 254,488 CHF | 100.00% | 100.00% |