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% | 117.55 % | 118.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 294,594 CHF | 296,965 CHF | 99.84% | 99.84% |
19/11/2024 | 0.80% | 117.76 % | 118.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 294,195 CHF | 296,557 CHF | 99.99% | 99.99% |
18/11/2024 | 0.80% | 117.94 % | 118.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 294,467 CHF | 296,842 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 117.81 % | 118.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 295,172 CHF | 297,547 CHF | 99.99% | 99.99% |
14/11/2024 | 0.80% | 118.36 % | 119.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 295,623 CHF | 297,998 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 117.96 % | 118.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 294,765 CHF | 297,140 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 117.99 % | 118.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 295,521 CHF | 297,896 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 118.40 % | 119.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 296,016 CHF | 298,391 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 118.03 % | 118.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 295,048 CHF | 297,423 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 118.21 % | 119.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 295,325 CHF | 297,700 CHF | 100.00% | 100.00% |