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% | 100.57 % | 101.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,425 CHF | 253,450 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.59 % | 101.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,475 CHF | 253,500 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.60 % | 101.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,500 CHF | 253,525 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.62 % | 101.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,524 CHF | 253,549 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.63 % | 101.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,568 CHF | 253,593 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.65 % | 101.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,650 CHF | 253,675 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.70 % | 101.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,740 CHF | 253,765 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.71 % | 101.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,775 CHF | 253,800 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.73 % | 101.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,825 CHF | 253,850 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.74 % | 101.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,850 CHF | 253,875 CHF | 100.00% | 100.00% |