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% | 108.92 % | 109.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 272,556 CHF | 274,753 CHF | 99.99% | 99.99% |
19/11/2024 | 0.80% | 108.88 % | 109.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 272,271 CHF | 274,459 CHF | 99.98% | 99.98% |
18/11/2024 | 0.80% | 108.88 % | 109.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 271,907 CHF | 274,082 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 108.56 % | 109.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 271,270 CHF | 273,445 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 108.60 % | 109.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 270,893 CHF | 273,068 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 108.37 % | 109.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 270,946 CHF | 273,121 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 108.34 % | 109.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 271,246 CHF | 273,421 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 108.82 % | 109.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 272,123 CHF | 274,301 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 108.50 % | 109.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 271,235 CHF | 273,410 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 108.72 % | 109.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 271,827 CHF | 274,002 CHF | 100.00% | 100.00% |