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 | 0.99% | 100.02 % | 101.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,127 CHF | 252,627 CHF | 100.00% | 100.00% |
19/11/2024 | 0.99% | 100.05 % | 101.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,142 CHF | 252,642 CHF | 89.36% | 89.36% |
18/11/2024 | 0.99% | 100.07 % | 101.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,156 CHF | 252,656 CHF | 99.66% | 99.66% |
15/11/2024 | 0.99% | 100.10 % | 101.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,413 CHF | 252,913 CHF | 100.00% | 100.00% |
14/11/2024 | 0.99% | 100.28 % | 101.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,518 CHF | 253,018 CHF | 100.00% | 100.00% |
13/11/2024 | 0.99% | 100.20 % | 101.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,525 CHF | 253,025 CHF | 100.00% | 100.00% |
12/11/2024 | 0.99% | 100.21 % | 101.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,645 CHF | 253,145 CHF | 98.71% | 98.71% |
11/11/2024 | 0.99% | 100.35 % | 101.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,827 CHF | 253,327 CHF | 100.00% | 100.00% |
08/11/2024 | 0.99% | 100.16 % | 101.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,449 CHF | 252,949 CHF | 99.83% | 99.83% |
07/11/2024 | 0.99% | 100.27 % | 101.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,693 CHF | 253,193 CHF | 100.00% | 100.00% |