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% | 100.79 % | 101.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,124 CHF | 254,149 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.71 % | 101.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,782 CHF | 253,807 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.79 % | 101.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,947 CHF | 253,972 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.71 % | 101.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,877 CHF | 253,902 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.79 % | 101.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,913 CHF | 253,938 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.68 % | 101.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,754 CHF | 253,779 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.75 % | 101.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,124 CHF | 254,149 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.82 % | 101.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,143 CHF | 254,168 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.74 % | 101.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,852 CHF | 253,877 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.84 % | 101.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,010 CHF | 254,035 CHF | 100.00% | 100.00% |