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% | 100.02 % | 100.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,323 CHF | 252,323 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 99.75 % | 100.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,372 CHF | 251,373 CHF | 99.88% | 99.88% |
18/11/2024 | 0.80% | 100.19 % | 100.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,242 CHF | 252,242 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.98 % | 100.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,134 CHF | 252,136 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.21 % | 101.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,221 CHF | 252,221 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.00 % | 100.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,431 CHF | 251,431 CHF | 99.94% | 99.94% |
12/11/2024 | 0.80% | 100.11 % | 100.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,866 CHF | 252,888 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.54 % | 101.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,986 CHF | 253,011 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.04 % | 100.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,210 CHF | 252,210 CHF | 99.97% | 99.97% |
07/11/2024 | 0.80% | 100.35 % | 101.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,937 CHF | 252,961 CHF | 100.00% | 100.00% |