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% | 100.97 % | 101.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,425 CHF | 254,450 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.97 % | 101.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,425 CHF | 254,450 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.97 % | 101.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,425 CHF | 254,450 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.95 % | 101.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,369 CHF | 254,394 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.94 % | 101.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,350 CHF | 254,375 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.93 % | 101.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,320 CHF | 254,345 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.93 % | 101.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,325 CHF | 254,350 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.91 % | 101.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,263 CHF | 254,288 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.82 % | 101.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,050 CHF | 254,075 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.82 % | 101.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,161 CHF | 254,186 CHF | 100.00% | 100.00% |