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% | 100.46 % | 101.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,157 CHF | 253,182 CHF | 99.91% | 99.91% |
19/11/2024 | 0.80% | 100.24 % | 101.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,319 CHF | 252,321 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.28 % | 101.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,561 CHF | 252,571 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.27 % | 101.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,847 CHF | 252,872 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.15 % | 100.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,154 CHF | 252,154 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.17 % | 100.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,582 CHF | 252,595 CHF | 99.95% | 99.95% |
12/11/2024 | 0.80% | 100.26 % | 101.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,775 CHF | 252,800 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.52 % | 101.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,242 CHF | 253,267 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.27 % | 101.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,234 CHF | 252,236 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.85 % | 100.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,183 CHF | 251,183 CHF | 99.95% | 99.95% |