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% | 100.58 % | 101.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,704 CHF | 253,729 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.63 % | 101.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,494 CHF | 253,519 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.67 % | 101.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,621 CHF | 253,646 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.63 % | 101.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,675 CHF | 253,700 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.67 % | 101.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,698 CHF | 253,723 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.55 % | 101.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,589 CHF | 253,614 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.57 % | 101.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,734 CHF | 253,759 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.70 % | 101.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,799 CHF | 253,824 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.68 % | 101.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,709 CHF | 253,734 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.71 % | 101.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,649 CHF | 253,674 CHF | 100.00% | 100.00% |