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% | 99.99 % | 100.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,126 CHF | 252,126 CHF | 99.92% | 99.92% |
19/11/2024 | 0.80% | 99.82 % | 100.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,664 CHF | 251,664 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 99.87 % | 100.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,558 CHF | 251,558 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.68 % | 100.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,426 CHF | 251,426 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.77 % | 100.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,391 CHF | 251,391 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.72 % | 100.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,152 CHF | 251,152 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.57 % | 100.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,379 CHF | 251,379 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.84 % | 100.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,647 CHF | 251,647 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.60 % | 100.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,249 CHF | 251,249 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.63 % | 100.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,106 CHF | 251,106 CHF | 100.00% | 100.00% |