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% | 99.05 % | 99.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,213 CHF | 250,213 CHF | 99.89% | 99.89% |
19/11/2024 | 0.80% | 99.09 % | 99.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,304 CHF | 250,304 CHF | 99.59% | 99.59% |
18/11/2024 | 0.80% | 100.37 % | 101.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,758 CHF | 252,781 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.84 % | 100.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,460 CHF | 252,472 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.49 % | 101.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,802 CHF | 252,817 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.85 % | 100.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,775 CHF | 251,775 CHF | 99.81% | 99.81% |
12/11/2024 | 0.80% | 99.99 % | 100.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,392 CHF | 252,395 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.52 % | 101.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,621 CHF | 253,646 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.48 % | 101.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,339 CHF | 253,364 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.54 % | 101.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,609 CHF | 253,634 CHF | 99.97% | 99.97% |