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% | 100.54 % | 101.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,466 CHF | 253,491 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.47 % | 101.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,113 CHF | 253,138 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.52 % | 101.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,279 CHF | 253,304 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.47 % | 101.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,286 CHF | 253,311 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.54 % | 101.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,107 CHF | 253,132 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.44 % | 101.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,813 CHF | 252,838 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.26 % | 101.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,079 CHF | 253,104 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.52 % | 101.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,269 CHF | 253,294 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.45 % | 101.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,004 CHF | 253,029 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.39 % | 101.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,991 CHF | 253,016 CHF | 100.00% | 100.00% |