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% | 98.86 % | 99.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,759 CHF | 249,759 CHF | 100.00% | 100.00% |
19/11/2024 | 0.81% | 98.68 % | 99.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,200 CHF | 249,200 CHF | 99.91% | 99.91% |
18/11/2024 | 0.80% | 99.81 % | 100.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,178 CHF | 251,178 CHF | 99.98% | 99.98% |
15/11/2024 | 0.80% | 99.41 % | 100.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,357 CHF | 251,357 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.91 % | 100.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,260 CHF | 251,260 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.26 % | 100.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,266 CHF | 250,266 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.14 % | 99.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,152 CHF | 251,152 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.36 % | 101.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,306 CHF | 253,331 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.22 % | 101.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,788 CHF | 252,810 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.76 % | 101.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,791 CHF | 253,816 CHF | 99.99% | 99.99% |