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% | 100.23 % | 101.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,930 CHF | 252,954 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.35 % | 101.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,815 CHF | 252,840 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.28 % | 101.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,441 CHF | 252,445 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.20 % | 101.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,881 CHF | 252,905 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.49 % | 101.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,167 CHF | 253,192 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.44 % | 101.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,105 CHF | 253,130 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.44 % | 101.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,926 CHF | 252,951 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.39 % | 101.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,113 CHF | 253,138 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.38 % | 101.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,011 CHF | 253,036 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.41 % | 101.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,628 CHF | 252,653 CHF | 100.00% | 100.00% |