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% | 99.54 % | 100.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,107 CHF | 251,107 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 99.55 % | 100.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,967 CHF | 250,967 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 99.89 % | 100.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,866 CHF | 251,866 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.90 % | 100.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,800 CHF | 251,800 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.86 % | 100.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,099 CHF | 252,105 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.61 % | 100.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,094 CHF | 251,094 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.51 % | 100.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,466 CHF | 251,466 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.92 % | 100.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,868 CHF | 251,868 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.70 % | 100.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,355 CHF | 251,355 CHF | 99.98% | 99.98% |
07/11/2024 | 0.80% | 99.98 % | 100.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,441 CHF | 251,441 CHF | 100.00% | 100.00% |