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% | 100.19 % | 100.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,969 CHF | 252,994 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.23 % | 101.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,506 CHF | 252,517 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.25 % | 101.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,248 CHF | 252,250 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.68 % | 100.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,623 CHF | 251,623 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.19 % | 100.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,133 CHF | 252,133 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.84 % | 100.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,355 CHF | 251,355 CHF | 99.96% | 99.96% |
12/11/2024 | 0.80% | 99.74 % | 100.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,873 CHF | 251,873 CHF | 99.99% | 99.99% |
11/11/2024 | 0.80% | 100.34 % | 101.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,970 CHF | 252,995 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.17 % | 100.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,470 CHF | 252,480 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.41 % | 101.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,153 CHF | 253,178 CHF | 100.00% | 100.00% |