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% | 123.48 % | 124.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 309,564 CHF | 312,049 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 123.05 % | 124.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 307,986 CHF | 310,460 CHF | 99.76% | 99.76% |
18/11/2024 | 0.80% | 123.13 % | 124.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 306,666 CHF | 309,129 CHF | 99.99% | 99.99% |
15/11/2024 | 0.80% | 122.01 % | 122.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 304,141 CHF | 306,590 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 121.93 % | 122.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 302,608 CHF | 305,041 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 121.64 % | 122.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 303,670 CHF | 306,114 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 120.72 % | 121.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 303,539 CHF | 305,979 CHF | 99.95% | 99.95% |
11/11/2024 | 0.80% | 122.42 % | 123.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 306,363 CHF | 308,818 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 120.92 % | 121.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 302,388 CHF | 304,815 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 121.70 % | 122.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 304,543 CHF | 306,991 CHF | 100.00% | 100.00% |