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% | 123.79 % | 124.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 310,141 CHF | 312,636 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 123.94 % | 124.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 309,721 CHF | 312,208 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 124.17 % | 125.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 310,064 CHF | 312,564 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 124.04 % | 125.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 310,756 CHF | 313,256 CHF | 99.98% | 99.98% |
14/11/2024 | 0.80% | 124.56 % | 125.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 311,068 CHF | 313,568 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 124.16 % | 125.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 310,228 CHF | 312,728 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 124.17 % | 125.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 310,986 CHF | 313,486 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 124.59 % | 125.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 311,502 CHF | 314,002 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 124.34 % | 125.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 310,812 CHF | 313,312 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 124.43 % | 125.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 310,876 CHF | 313,376 CHF | 100.00% | 100.00% |