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% | 99.74 % | 100.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,788 CHF | 251,788 CHF | 99.99% | 99.99% |
19/11/2024 | 0.80% | 99.58 % | 100.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,996 CHF | 250,996 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 99.91 % | 100.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,557 CHF | 251,557 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.37 % | 100.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,334 CHF | 251,334 CHF | 99.99% | 99.99% |
14/11/2024 | 0.80% | 99.91 % | 100.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,812 CHF | 251,812 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.60 % | 100.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,877 CHF | 250,877 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.38 % | 100.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,164 CHF | 251,164 CHF | 99.99% | 99.99% |
11/11/2024 | 0.80% | 100.01 % | 100.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,279 CHF | 252,280 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.81 % | 100.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,826 CHF | 251,829 CHF | 99.88% | 99.88% |
07/11/2024 | 0.80% | 99.82 % | 100.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,866 CHF | 251,866 CHF | 100.00% | 100.00% |