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% | 100.86 % | 101.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,216 CHF | 254,241 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.87 % | 101.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,175 CHF | 254,200 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.81 % | 101.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,899 CHF | 253,924 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.55 % | 101.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,619 CHF | 253,644 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.83 % | 101.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,985 CHF | 254,010 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.74 % | 101.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,816 CHF | 253,841 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.74 % | 101.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,019 CHF | 254,044 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.76 % | 101.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,931 CHF | 253,956 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.72 % | 101.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,779 CHF | 253,804 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.82 % | 101.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,877 CHF | 253,902 CHF | 100.00% | 100.00% |