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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.80% | 99.22 % | 100.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,857 CHF | 249,857 CHF | 99.71% | 99.71% |
22/11/2024 | 0.80% | 99.39 % | 100.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,380 CHF | 250,380 CHF | 100.00% | 100.00% |
20/11/2024 | 0.80% | 98.89 % | 99.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,016 CHF | 250,016 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 99.21 % | 100.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,318 CHF | 250,318 CHF | 99.89% | 99.89% |
18/11/2024 | 0.80% | 100.12 % | 100.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,561 CHF | 252,573 CHF | 99.99% | 99.99% |
15/11/2024 | 0.80% | 100.55 % | 101.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,570 CHF | 254,598 CHF | 98.67% | 98.67% |
14/11/2024 | 0.80% | 102.82 % | 103.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,459 CHF | 257,510 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 102.36 % | 103.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,898 CHF | 258,961 CHF | 99.94% | 99.94% |
12/11/2024 | 0.80% | 102.35 % | 103.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,483 CHF | 259,552 CHF | 99.99% | 99.99% |
11/11/2024 | 0.80% | 104.90 % | 105.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,484 CHF | 263,584 CHF | 100.00% | 100.00% |