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% | 99.22 % | 100.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,066 CHF | 250,066 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 99.08 % | 99.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,680 CHF | 249,680 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 99.09 % | 99.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,677 CHF | 249,677 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 98.90 % | 99.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,648 CHF | 249,648 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.18 % | 99.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,973 CHF | 249,973 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.15 % | 99.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,751 CHF | 249,751 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.13 % | 99.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,744 CHF | 249,744 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.11 % | 99.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,792 CHF | 249,792 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.05 % | 99.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,577 CHF | 249,577 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 99.01 % | 99.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,406 CHF | 249,406 CHF | 100.00% | 100.00% |