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 | 0.50% | 98.91 % | 99.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,828 CHF | 249,078 CHF | 100.00% | 100.00% |
19/11/2024 | 0.50% | 98.87 % | 99.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,170 CHF | 248,420 CHF | 89.37% | 89.37% |
18/11/2024 | 0.50% | 99.22 % | 99.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,108 CHF | 249,358 CHF | 99.67% | 99.67% |
15/11/2024 | 0.50% | 99.43 % | 99.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,231 CHF | 251,481 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 100.33 % | 100.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,189 CHF | 252,439 CHF | 100.00% | 100.00% |
13/11/2024 | 0.50% | 99.87 % | 100.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,471 CHF | 250,721 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 99.74 % | 100.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,255 CHF | 251,505 CHF | 98.73% | 98.73% |
11/11/2024 | 0.50% | 100.31 % | 100.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,095 CHF | 252,345 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 100.09 % | 100.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,341 CHF | 251,591 CHF | 99.83% | 99.83% |
07/11/2024 | 0.50% | 100.34 % | 100.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,765 CHF | 252,015 CHF | 100.00% | 100.00% |