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 | 252,382 CHF | 254,407 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.83 % | 101.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,054 CHF | 254,079 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.26 % | 102.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,196 CHF | 255,221 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.96 % | 101.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,404 CHF | 254,429 CHF | 99.98% | 99.98% |
14/11/2024 | 0.80% | 100.98 % | 101.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,309 CHF | 254,334 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.68 % | 101.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,821 CHF | 253,846 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.66 % | 101.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,409 CHF | 254,434 CHF | 99.98% | 99.98% |
11/11/2024 | 0.80% | 101.21 % | 102.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,755 CHF | 254,780 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.70 % | 101.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,699 CHF | 253,724 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.84 % | 101.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,447 CHF | 254,472 CHF | 100.00% | 100.00% |