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 | 0.69% | 100.28 % | 100.98 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,719 CHF | 151,769 CHF | 100.00% | 100.00% |
19/11/2024 | 0.70% | 100.20 % | 100.90 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,218 CHF | 151,268 CHF | 89.38% | 89.38% |
18/11/2024 | 0.69% | 100.50 % | 101.20 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,661 CHF | 151,711 CHF | 99.68% | 99.68% |
15/11/2024 | 0.69% | 100.54 % | 101.24 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,956 CHF | 152,006 CHF | 100.00% | 100.00% |
14/11/2024 | 0.69% | 100.73 % | 101.43 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,991 CHF | 152,041 CHF | 100.00% | 100.00% |
13/11/2024 | 0.69% | 100.58 % | 101.28 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,820 CHF | 151,870 CHF | 100.00% | 100.00% |
12/11/2024 | 0.69% | 100.65 % | 101.35 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,353 CHF | 152,403 CHF | 98.74% | 98.74% |
11/11/2024 | 0.69% | 101.06 % | 101.76 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,679 CHF | 152,729 CHF | 100.00% | 100.00% |
08/11/2024 | 0.69% | 100.76 % | 101.46 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,181 CHF | 152,231 CHF | 99.83% | 99.83% |
07/11/2024 | 0.69% | 101.07 % | 101.77 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,419 CHF | 152,469 CHF | 100.00% | 100.00% |