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% | 99.41 % | 100.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,210 CHF | 250,210 CHF | 100.00% | 100.00% |
19/11/2024 | 0.81% | 98.94 % | 99.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,225 CHF | 249,225 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 99.10 % | 99.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,423 CHF | 249,423 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.20 % | 100.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,886 CHF | 250,886 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.66 % | 100.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,862 CHF | 250,862 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.80 % | 100.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,913 CHF | 251,913 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.07 % | 100.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,341 CHF | 252,349 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.19 % | 100.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,884 CHF | 252,905 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.44 % | 101.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,226 CHF | 253,251 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.63 % | 101.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,534 CHF | 253,559 CHF | 100.00% | 100.00% |