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% | 99.00 % | 99.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,842 CHF | 249,842 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 99.16 % | 99.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,151 CHF | 250,151 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 99.63 % | 100.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,001 CHF | 251,001 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.51 % | 100.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,226 CHF | 251,226 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.88 % | 100.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,062 CHF | 251,062 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.25 % | 100.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,337 CHF | 250,337 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.56 % | 100.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,869 CHF | 250,869 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.77 % | 100.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,675 CHF | 251,675 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.74 % | 100.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,646 CHF | 251,646 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.03 % | 100.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,105 CHF | 252,105 CHF | 100.00% | 100.00% |