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% | 100.45 % | 101.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,568 CHF | 253,593 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.38 % | 101.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,930 CHF | 252,947 CHF | 99.80% | 99.80% |
18/11/2024 | 0.80% | 100.55 % | 101.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,078 CHF | 253,103 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.08 % | 100.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,068 CHF | 252,068 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.08 % | 100.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,264 CHF | 251,264 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.84 % | 100.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,707 CHF | 251,707 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.57 % | 100.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,996 CHF | 252,000 CHF | 99.95% | 99.95% |
11/11/2024 | 0.80% | 100.57 % | 101.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,599 CHF | 253,624 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.13 % | 100.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,245 CHF | 252,247 CHF | 99.99% | 99.99% |
07/11/2024 | 0.80% | 100.31 % | 101.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,040 CHF | 253,060 CHF | 100.00% | 100.00% |