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% | 100.75 % | 101.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,491 CHF | 254,516 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.77 % | 101.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,157 CHF | 254,182 CHF | 99.97% | 99.97% |
18/11/2024 | 0.80% | 101.05 % | 101.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,421 CHF | 254,446 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.89 % | 101.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,572 CHF | 254,597 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.06 % | 101.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,643 CHF | 254,668 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.88 % | 101.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,778 CHF | 254,803 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.32 % | 102.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,429 CHF | 255,455 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.45 % | 102.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,592 CHF | 255,624 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.09 % | 101.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,726 CHF | 254,751 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.22 % | 102.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,029 CHF | 255,054 CHF | 100.00% | 100.00% |