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% | 99.48 % | 100.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,026 CHF | 251,026 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 99.59 % | 100.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,081 CHF | 251,081 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 99.57 % | 100.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,849 CHF | 250,849 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.40 % | 100.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,918 CHF | 250,918 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.71 % | 100.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,901 CHF | 250,901 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.33 % | 100.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,465 CHF | 250,465 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.32 % | 100.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,715 CHF | 250,715 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.74 % | 100.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,668 CHF | 251,668 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.66 % | 100.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,276 CHF | 251,276 CHF | 99.78% | 99.78% |
07/11/2024 | 0.80% | 99.69 % | 100.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,599 CHF | 251,599 CHF | 100.00% | 100.00% |