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% | 100.46 % | 101.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,660 CHF | 253,685 CHF | 99.97% | 99.97% |
19/11/2024 | 0.80% | 100.47 % | 101.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,944 CHF | 252,967 CHF | 99.98% | 99.98% |
18/11/2024 | 0.80% | 100.60 % | 101.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,202 CHF | 253,227 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.35 % | 101.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,046 CHF | 253,071 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.51 % | 101.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,164 CHF | 253,189 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.30 % | 101.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,918 CHF | 252,940 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.51 % | 101.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,810 CHF | 253,835 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.93 % | 101.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,876 CHF | 253,901 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.27 % | 101.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,798 CHF | 252,822 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.53 % | 101.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,302 CHF | 253,327 CHF | 100.00% | 100.00% |