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% | 99.55 % | 100.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,135 CHF | 251,135 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 99.71 % | 100.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,337 CHF | 251,337 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 99.67 % | 100.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,994 CHF | 250,994 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.64 % | 100.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,541 CHF | 251,541 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.82 % | 100.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,794 CHF | 251,794 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.75 % | 100.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,182 CHF | 251,182 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.77 % | 100.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,702 CHF | 251,702 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.90 % | 100.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,432 CHF | 251,432 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.57 % | 100.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,418 CHF | 250,418 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.42 % | 100.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,000 CHF | 250,000 CHF | 100.00% | 100.00% |