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% | 100.59 % | 101.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,554 CHF | 253,579 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.62 % | 101.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,618 CHF | 253,643 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.72 % | 101.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,795 CHF | 253,820 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.72 % | 101.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,982 CHF | 254,007 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.86 % | 101.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,942 CHF | 253,967 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.66 % | 101.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,657 CHF | 253,682 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.73 % | 101.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,830 CHF | 253,855 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.81 % | 101.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,061 CHF | 254,086 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.76 % | 101.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,927 CHF | 253,952 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.87 % | 101.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,180 CHF | 254,205 CHF | 100.00% | 100.00% |