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% | 100.73 % | 101.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,112 CHF | 254,137 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.76 % | 101.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,979 CHF | 254,004 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.95 % | 101.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,108 CHF | 254,133 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.58 % | 101.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,742 CHF | 253,767 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.86 % | 101.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,067 CHF | 254,092 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.64 % | 101.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,468 CHF | 253,493 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.42 % | 101.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,425 CHF | 253,450 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.63 % | 101.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,732 CHF | 253,757 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.57 % | 101.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,631 CHF | 253,656 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.72 % | 101.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,817 CHF | 253,842 CHF | 100.00% | 100.00% |