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% | 100.62 % | 101.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,420 CHF | 252,430 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 99.81 % | 100.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,905 CHF | 251,905 CHF | 99.77% | 99.77% |
18/11/2024 | 0.80% | 100.27 % | 101.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,197 CHF | 252,199 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.19 % | 100.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,670 CHF | 253,695 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.10 % | 101.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,847 CHF | 254,872 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.11 % | 101.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,754 CHF | 254,779 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.28 % | 102.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,654 CHF | 255,688 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.47 % | 102.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,911 CHF | 255,956 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.49 % | 102.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,733 CHF | 255,771 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.56 % | 102.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,766 CHF | 255,810 CHF | 100.00% | 100.00% |