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 | 0.75% | 99.65 % | 100.40 % | 200,000 | 199,000 | 200,000 | 199,000 | 199,300 CHF | 199,796 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 99.63 % | 100.38 % | 200,000 | 199,000 | 200,000 | 199,000 | 199,405 CHF | 199,900 CHF | 100.00% | 100.00% |
18/11/2024 | 0.75% | 99.71 % | 100.46 % | 200,000 | 199,000 | 200,000 | 199,000 | 199,420 CHF | 199,915 CHF | 100.00% | 100.00% |
15/11/2024 | 0.75% | 99.75 % | 100.50 % | 200,000 | 199,000 | 200,000 | 198,707 | 199,504 CHF | 199,704 CHF | 100.00% | 100.00% |
14/11/2024 | 0.75% | 99.76 % | 100.51 % | 200,000 | 198,000 | 200,000 | 198,541 | 199,465 CHF | 199,499 CHF | 99.99% | 99.99% |
13/11/2024 | 0.75% | 99.70 % | 100.45 % | 200,000 | 199,000 | 200,000 | 199,000 | 199,400 CHF | 199,896 CHF | 100.00% | 100.00% |
12/11/2024 | 0.75% | 99.74 % | 100.49 % | 200,000 | 199,000 | 200,000 | 198,467 | 199,521 CHF | 199,480 CHF | 100.00% | 100.00% |
11/11/2024 | 0.75% | 99.86 % | 100.61 % | 200,000 | 198,000 | 200,000 | 198,000 | 199,716 CHF | 199,204 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 99.75 % | 100.50 % | 200,000 | 199,000 | 200,000 | 198,697 | 199,512 CHF | 199,702 CHF | 100.00% | 100.00% |
07/11/2024 | 0.75% | 99.86 % | 100.61 % | 200,000 | 198,000 | 199,925 | 198,000 | 199,721 CHF | 199,283 CHF | 100.00% | 100.00% |