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% | 100.33 % | 101.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,386 CHF | 253,411 CHF | 99.97% | 99.97% |
19/11/2024 | 0.80% | 100.48 % | 101.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,446 CHF | 253,471 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.87 % | 101.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,980 CHF | 254,005 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.48 % | 101.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,247 CHF | 253,272 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.34 % | 101.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,754 CHF | 252,776 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.22 % | 101.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,656 CHF | 252,675 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.26 % | 101.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,180 CHF | 253,205 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.59 % | 101.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,279 CHF | 253,304 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.27 % | 101.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,787 CHF | 252,806 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.21 % | 101.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,808 CHF | 252,832 CHF | 100.00% | 100.00% |