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% | 101.16 % | 101.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,009 CHF | 255,034 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.09 % | 101.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,782 CHF | 254,807 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.18 % | 101.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,904 CHF | 254,929 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.10 % | 101.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,712 CHF | 254,737 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.92 % | 101.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,217 CHF | 254,242 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.71 % | 101.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,984 CHF | 254,009 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.85 % | 101.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,379 CHF | 254,404 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.01 % | 101.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,531 CHF | 254,556 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.92 % | 101.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,271 CHF | 254,296 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.83 % | 101.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,075 CHF | 254,100 CHF | 99.99% | 99.99% |