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% | 100.14 % | 100.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,680 CHF | 252,699 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.18 % | 100.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,245 CHF | 252,248 CHF | 99.73% | 99.73% |
18/11/2024 | 0.80% | 100.42 % | 101.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,971 CHF | 252,996 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.37 % | 101.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,082 CHF | 253,107 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.36 % | 101.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,522 CHF | 252,537 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.11 % | 100.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,383 CHF | 252,393 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.85 % | 100.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,822 CHF | 252,843 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.58 % | 101.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,514 CHF | 253,539 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.42 % | 101.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,003 CHF | 253,028 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.39 % | 101.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,751 CHF | 252,768 CHF | 100.00% | 100.00% |