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% | 100.51 % | 101.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,857 CHF | 253,882 CHF | 99.93% | 99.93% |
19/11/2024 | 0.80% | 100.71 % | 101.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,800 CHF | 253,825 CHF | 99.95% | 99.95% |
18/11/2024 | 0.80% | 100.92 % | 101.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,665 CHF | 253,690 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.71 % | 101.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,257 CHF | 254,282 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.11 % | 101.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,996 CHF | 255,021 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.15 % | 101.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,779 CHF | 254,804 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.04 % | 101.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,085 CHF | 255,110 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.33 % | 102.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,369 CHF | 255,394 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.11 % | 101.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,646 CHF | 254,671 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.01 % | 101.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,470 CHF | 254,496 CHF | 100.00% | 100.00% |