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% | 100.61 % | 101.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,547 CHF | 253,572 CHF | 99.41% | 99.41% |
22/11/2024 | 0.80% | 100.57 % | 101.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,345 CHF | 253,370 CHF | 100.00% | 100.00% |
20/11/2024 | 0.80% | 100.35 % | 101.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,129 CHF | 253,154 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.42 % | 101.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,199 CHF | 253,224 CHF | 99.99% | 99.99% |
18/11/2024 | 0.80% | 100.51 % | 101.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,879 CHF | 252,904 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.36 % | 101.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,157 CHF | 253,182 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.56 % | 101.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,512 CHF | 253,537 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.47 % | 101.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,306 CHF | 253,331 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.54 % | 101.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,553 CHF | 253,578 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.65 % | 101.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,711 CHF | 253,736 CHF | 100.00% | 100.00% |