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 | 0.81% | 123.25 % | 124.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 308,746 CHF | 311,246 CHF | 99.93% | 99.93% |
19/11/2024 | 0.81% | 123.22 % | 124.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 308,224 CHF | 310,724 CHF | 99.87% | 99.87% |
18/11/2024 | 0.81% | 123.67 % | 124.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 309,032 CHF | 311,532 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 123.75 % | 124.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 310,043 CHF | 312,543 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 124.31 % | 125.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 310,184 CHF | 312,684 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 123.66 % | 124.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 308,891 CHF | 311,391 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 123.67 % | 124.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 310,079 CHF | 312,579 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 124.53 % | 125.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 311,319 CHF | 313,819 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 123.88 % | 124.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 309,918 CHF | 312,418 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 124.25 % | 125.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 310,470 CHF | 312,970 CHF | 100.00% | 100.00% |