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% | 100.33 % | 101.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,903 CHF | 252,928 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.12 % | 100.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,381 CHF | 252,385 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.25 % | 101.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,620 CHF | 252,640 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.05 % | 100.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,652 CHF | 252,668 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.51 % | 101.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,257 CHF | 253,282 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.47 % | 101.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,164 CHF | 253,189 CHF | 99.99% | 99.99% |
12/11/2024 | 0.80% | 100.51 % | 101.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,257 CHF | 253,282 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.42 % | 101.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,160 CHF | 253,185 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.34 % | 101.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,856 CHF | 252,881 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.32 % | 101.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,787 CHF | 252,810 CHF | 100.00% | 100.00% |