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% | 99.72 % | 100.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,586 CHF | 251,586 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 99.76 % | 100.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,514 CHF | 251,514 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.10 % | 100.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,400 CHF | 252,404 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.27 % | 101.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,140 CHF | 253,165 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.86 % | 101.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,729 CHF | 253,754 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.51 % | 101.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,559 CHF | 253,584 CHF | 99.82% | 99.82% |
12/11/2024 | 0.80% | 100.64 % | 101.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,099 CHF | 254,124 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.53 % | 102.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,354 CHF | 255,385 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.12 % | 101.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,136 CHF | 255,165 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.80 % | 102.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,601 CHF | 256,651 CHF | 100.00% | 100.00% |