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% | 99.27 % | 100.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,455 CHF | 250,455 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 99.33 % | 100.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,311 CHF | 250,311 CHF | 99.97% | 99.97% |
18/11/2024 | 0.80% | 99.41 % | 100.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,395 CHF | 250,395 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.11 % | 99.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,884 CHF | 249,884 CHF | 99.99% | 99.99% |
14/11/2024 | 0.80% | 99.44 % | 100.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,988 CHF | 249,988 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.84 % | 99.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,681 CHF | 248,681 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 98.50 % | 99.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,074 CHF | 249,074 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.06 % | 99.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,882 CHF | 249,882 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 98.95 % | 99.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,722 CHF | 249,722 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.14 % | 99.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,125 CHF | 250,125 CHF | 100.00% | 100.00% |