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% | 100.82 % | 101.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,099 CHF | 254,124 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.84 % | 101.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,139 CHF | 254,164 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.90 % | 101.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,169 CHF | 254,194 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.85 % | 101.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,324 CHF | 254,349 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.97 % | 101.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,262 CHF | 254,287 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.81 % | 101.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,023 CHF | 254,048 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.85 % | 101.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,150 CHF | 254,175 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.92 % | 101.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,294 CHF | 254,319 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.87 % | 101.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,244 CHF | 254,269 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.92 % | 101.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,379 CHF | 254,404 CHF | 100.00% | 100.00% |