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% | 100.01 % | 100.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,177 CHF | 252,177 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 99.90 % | 100.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,946 CHF | 251,946 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.09 % | 100.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,123 CHF | 252,123 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.91 % | 100.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,750 CHF | 251,750 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.85 % | 100.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,603 CHF | 251,603 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.74 % | 100.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,291 CHF | 251,291 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.65 % | 100.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,462 CHF | 251,462 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.92 % | 100.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,915 CHF | 251,915 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.84 % | 100.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,627 CHF | 251,627 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.85 % | 100.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,704 CHF | 251,704 CHF | 100.00% | 100.00% |