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% | 123.99 % | 124.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 312,476 CHF | 314,988 CHF | 99.94% | 99.94% |
19/11/2024 | 0.80% | 124.00 % | 125.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 311,834 CHF | 314,336 CHF | 99.74% | 99.74% |
18/11/2024 | 0.80% | 125.72 % | 126.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 311,983 CHF | 314,487 CHF | 99.99% | 99.99% |
15/11/2024 | 0.80% | 125.33 % | 126.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 314,665 CHF | 317,192 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 126.41 % | 127.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 315,328 CHF | 317,860 CHF | 99.92% | 99.92% |
13/11/2024 | 0.80% | 122.81 % | 123.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 308,327 CHF | 310,804 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 123.05 % | 124.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 310,285 CHF | 312,781 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 125.60 % | 126.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 314,735 CHF | 317,262 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 125.63 % | 126.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 315,880 CHF | 318,416 CHF | 99.99% | 99.99% |
07/11/2024 | 0.80% | 127.53 % | 128.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 319,970 CHF | 322,541 CHF | 99.98% | 99.98% |