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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.80% | 100.68 % | 101.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,810 CHF | 253,835 CHF | 100.00% | 100.00% |
20/11/2024 | 0.80% | 100.06 % | 100.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,459 CHF | 252,468 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.32 % | 101.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,190 CHF | 253,212 CHF | 99.98% | 99.98% |
18/11/2024 | 0.80% | 100.53 % | 101.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,327 CHF | 253,352 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.37 % | 101.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,215 CHF | 253,240 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.56 % | 101.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,923 CHF | 252,946 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.01 % | 100.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,286 CHF | 252,292 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.40 % | 100.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,165 CHF | 251,165 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.97 % | 100.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,166 CHF | 252,166 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.66 % | 100.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,276 CHF | 251,276 CHF | 99.93% | 99.93% |