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% | 100.45 % | 101.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,690 CHF | 253,715 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.55 % | 101.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,349 CHF | 253,374 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.50 % | 101.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,059 CHF | 253,084 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.37 % | 101.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,422 CHF | 253,447 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.70 % | 101.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,763 CHF | 253,788 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.66 % | 101.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,750 CHF | 253,775 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.63 % | 101.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,503 CHF | 253,528 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.55 % | 101.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,573 CHF | 253,598 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.58 % | 101.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,556 CHF | 253,581 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.58 % | 101.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,167 CHF | 253,192 CHF | 100.00% | 100.00% |