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% | 100.21 % | 101.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,592 CHF | 252,612 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.14 % | 100.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,507 CHF | 252,518 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.27 % | 101.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,611 CHF | 252,634 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.14 % | 100.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,366 CHF | 252,366 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.08 % | 100.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,219 CHF | 252,219 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.95 % | 100.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,884 CHF | 251,884 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.86 % | 100.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,986 CHF | 251,986 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.08 % | 100.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,308 CHF | 252,310 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.95 % | 100.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,939 CHF | 251,939 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.03 % | 100.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,100 CHF | 252,101 CHF | 100.00% | 100.00% |