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% | 109.58 % | 110.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 274,587 CHF | 276,787 CHF | 99.84% | 99.84% |
19/11/2024 | 0.80% | 109.59 % | 110.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 274,275 CHF | 276,475 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 109.58 % | 110.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,364 CHF | 275,564 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 109.04 % | 109.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 272,331 CHF | 274,515 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 108.95 % | 109.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 271,441 CHF | 273,616 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 108.53 % | 109.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 271,264 CHF | 273,439 CHF | 99.92% | 99.92% |
12/11/2024 | 0.80% | 108.49 % | 109.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 272,000 CHF | 274,178 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 109.39 % | 110.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,544 CHF | 275,744 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 108.57 % | 109.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 271,567 CHF | 273,743 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 108.99 % | 109.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 272,633 CHF | 274,829 CHF | 100.00% | 100.00% |