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% | 100.82 % | 101.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,211 CHF | 254,236 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.85 % | 101.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,222 CHF | 254,247 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.90 % | 101.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,193 CHF | 254,218 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.78 % | 101.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,915 CHF | 253,940 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.77 % | 101.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,914 CHF | 253,939 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.71 % | 101.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,772 CHF | 253,797 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.71 % | 101.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,868 CHF | 253,893 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.72 % | 101.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,876 CHF | 253,901 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.71 % | 101.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,748 CHF | 253,773 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.71 % | 101.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,847 CHF | 253,872 CHF | 100.00% | 100.00% |