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% | 113.09 % | 114.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 284,431 CHF | 286,716 CHF | 99.98% | 99.98% |
19/11/2024 | 0.80% | 112.77 % | 113.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 281,977 CHF | 284,243 CHF | 99.83% | 99.83% |
18/11/2024 | 0.80% | 113.33 % | 114.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 283,009 CHF | 285,284 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 113.21 % | 114.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 283,791 CHF | 286,066 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 114.54 % | 115.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 285,012 CHF | 287,302 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 114.37 % | 115.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 286,233 CHF | 288,532 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 114.10 % | 115.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 287,552 CHF | 289,863 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 116.43 % | 117.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 291,184 CHF | 293,527 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 114.82 % | 115.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 287,146 CHF | 289,449 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 115.51 % | 116.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 289,335 CHF | 291,660 CHF | 99.97% | 99.97% |