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% | 99.66 % | 100.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,802 CHF | 251,802 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 99.84 % | 100.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,365 CHF | 251,366 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.11 % | 100.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,375 CHF | 252,382 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.12 % | 100.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,992 CHF | 253,014 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.51 % | 101.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,077 CHF | 253,097 CHF | 99.99% | 99.99% |
13/11/2024 | 0.80% | 100.11 % | 100.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,159 CHF | 252,161 CHF | 99.88% | 99.88% |
12/11/2024 | 0.80% | 99.89 % | 100.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,695 CHF | 252,714 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.44 % | 101.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,757 CHF | 253,782 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.51 % | 101.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,658 CHF | 253,683 CHF | 99.99% | 99.99% |
07/11/2024 | 0.80% | 101.01 % | 101.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,663 CHF | 254,688 CHF | 100.00% | 100.00% |