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 | 0.69% | 100.55 % | 101.25 % | 200,000 | 200,000 | 200,000 | 200,000 | 201,473 CHF | 202,873 CHF | 100.00% | 100.00% |
19/11/2024 | 0.70% | 100.27 % | 100.97 % | 200,000 | 200,000 | 200,000 | 200,000 | 200,392 CHF | 201,792 CHF | 89.40% | 89.40% |
18/11/2024 | 0.69% | 100.33 % | 101.03 % | 200,000 | 200,000 | 200,000 | 200,000 | 200,766 CHF | 202,166 CHF | 99.66% | 99.66% |
15/11/2024 | 0.69% | 100.16 % | 100.86 % | 200,000 | 200,000 | 200,000 | 200,000 | 201,623 CHF | 203,023 CHF | 100.00% | 100.00% |
14/11/2024 | 0.69% | 101.45 % | 102.15 % | 200,000 | 200,000 | 200,000 | 200,000 | 202,943 CHF | 204,343 CHF | 100.00% | 100.00% |
13/11/2024 | 0.69% | 101.49 % | 102.19 % | 200,000 | 200,000 | 200,000 | 200,000 | 202,662 CHF | 204,062 CHF | 100.00% | 100.00% |
12/11/2024 | 0.69% | 101.55 % | 102.25 % | 200,000 | 200,000 | 200,000 | 200,000 | 203,024 CHF | 204,424 CHF | 98.71% | 98.71% |
11/11/2024 | 0.69% | 101.43 % | 102.13 % | 200,000 | 200,000 | 200,000 | 200,000 | 202,886 CHF | 204,286 CHF | 100.00% | 100.00% |
08/11/2024 | 0.69% | 101.37 % | 102.07 % | 200,000 | 200,000 | 200,000 | 200,000 | 202,444 CHF | 203,844 CHF | 99.84% | 99.84% |
07/11/2024 | 0.69% | 101.08 % | 101.78 % | 200,000 | 200,000 | 200,000 | 200,000 | 202,132 CHF | 203,532 CHF | 100.00% | 100.00% |