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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.80% | 100.20 % | 101.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,630 CHF | 252,648 CHF | 99.54% | 99.54% |
22/11/2024 | 0.80% | 100.09 % | 100.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,166 CHF | 252,166 CHF | 100.00% | 100.00% |
20/11/2024 | 0.80% | 99.69 % | 100.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,614 CHF | 251,614 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 99.72 % | 100.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,363 CHF | 251,363 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 99.87 % | 100.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,324 CHF | 251,324 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.39 % | 100.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,311 CHF | 251,311 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.05 % | 100.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,227 CHF | 252,227 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.02 % | 100.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,920 CHF | 251,920 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.07 % | 100.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,323 CHF | 252,323 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.11 % | 100.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,412 CHF | 252,416 CHF | 100.00% | 100.00% |