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% | 99.77 % | 100.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,737 CHF | 251,737 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 99.75 % | 100.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,405 CHF | 251,405 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.07 % | 100.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,371 CHF | 252,373 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.00 % | 100.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,578 CHF | 252,592 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.58 % | 101.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,470 CHF | 253,495 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.46 % | 101.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,252 CHF | 253,277 CHF | 99.92% | 99.92% |
12/11/2024 | 0.80% | 100.56 % | 101.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,393 CHF | 253,418 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.78 % | 101.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,011 CHF | 254,036 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.47 % | 101.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,208 CHF | 253,233 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.50 % | 101.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,360 CHF | 253,383 CHF | 100.00% | 100.00% |