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% | 98.85 % | 99.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,515 CHF | 249,515 CHF | 100.00% | 100.00% |
19/11/2024 | 0.81% | 98.88 % | 99.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,187 CHF | 249,187 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 98.92 % | 99.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,376 CHF | 249,376 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 98.86 % | 99.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,530 CHF | 249,530 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.28 % | 100.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,196 CHF | 250,196 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.23 % | 100.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,182 CHF | 250,182 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.28 % | 100.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,082 CHF | 250,082 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.28 % | 100.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,355 CHF | 250,355 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.16 % | 99.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,914 CHF | 249,914 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.20 % | 100.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,005 CHF | 250,005 CHF | 100.00% | 100.00% |