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% | 100.67 % | 101.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,735 CHF | 253,760 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.53 % | 101.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,360 CHF | 253,385 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.78 % | 101.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,856 CHF | 253,881 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.65 % | 101.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,788 CHF | 253,813 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.78 % | 101.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,730 CHF | 253,755 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.68 % | 101.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,600 CHF | 252,613 CHF | 99.93% | 99.93% |
12/11/2024 | 0.80% | 100.07 % | 100.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,545 CHF | 252,559 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.44 % | 101.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,141 CHF | 253,166 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.32 % | 101.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,760 CHF | 252,785 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.33 % | 101.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,871 CHF | 252,896 CHF | 100.00% | 100.00% |