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% | 100.45 % | 101.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,817 CHF | 253,842 CHF | 99.93% | 99.93% |
19/11/2024 | 0.80% | 100.78 % | 101.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,282 CHF | 253,305 CHF | 99.67% | 99.67% |
18/11/2024 | 0.80% | 100.85 % | 101.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,225 CHF | 254,250 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.90 % | 101.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,323 CHF | 254,348 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.53 % | 101.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,782 CHF | 252,805 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.02 % | 100.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,027 CHF | 253,047 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.57 % | 101.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,052 CHF | 254,077 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.87 % | 101.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,023 CHF | 254,048 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.56 % | 101.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,579 CHF | 253,604 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.51 % | 101.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,162 CHF | 253,187 CHF | 100.00% | 100.00% |