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% | 99.19 % | 99.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,408 CHF | 250,408 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 99.19 % | 99.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,983 CHF | 249,983 CHF | 99.78% | 99.78% |
18/11/2024 | 0.80% | 99.19 % | 99.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,786 CHF | 249,786 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 98.98 % | 99.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,331 CHF | 250,331 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.53 % | 100.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,135 CHF | 251,135 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.73 % | 100.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,030 CHF | 251,030 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.79 % | 100.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,742 CHF | 251,742 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.47 % | 100.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,122 CHF | 251,122 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.26 % | 100.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,341 CHF | 250,341 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.61 % | 100.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,380 CHF | 251,380 CHF | 100.00% | 100.00% |