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% | 99.49 % | 100.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,324 CHF | 251,324 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 99.40 % | 100.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,584 CHF | 250,584 CHF | 99.84% | 99.84% |
18/11/2024 | 0.80% | 99.76 % | 100.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,611 CHF | 251,611 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.83 % | 100.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,510 CHF | 251,510 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.78 % | 100.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,535 CHF | 251,535 CHF | 99.99% | 99.99% |
13/11/2024 | 0.80% | 99.74 % | 100.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,204 CHF | 251,204 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.69 % | 100.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,650 CHF | 251,650 CHF | 99.98% | 99.98% |
11/11/2024 | 0.80% | 100.07 % | 100.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,032 CHF | 252,032 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.77 % | 100.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,596 CHF | 251,596 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.00 % | 100.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,135 CHF | 252,135 CHF | 100.00% | 100.00% |