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% | 100.15 % | 100.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,106 CHF | 253,128 CHF | 99.99% | 99.99% |
19/11/2024 | 0.80% | 100.51 % | 101.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,468 CHF | 253,492 CHF | 99.93% | 99.93% |
18/11/2024 | 0.80% | 100.70 % | 101.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,119 CHF | 255,151 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.51 % | 102.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,658 CHF | 256,708 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.68 % | 102.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,322 CHF | 256,372 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.81 % | 102.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,375 CHF | 256,425 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.85 % | 102.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,511 CHF | 256,561 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.91 % | 102.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,167 CHF | 256,217 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.49 % | 102.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,399 CHF | 255,427 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.48 % | 102.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,834 CHF | 255,879 CHF | 99.99% | 99.99% |