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% | 99.71 % | 100.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,749 CHF | 251,749 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 99.71 % | 100.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,314 CHF | 251,314 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 99.84 % | 100.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,402 CHF | 251,402 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.38 % | 100.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,826 CHF | 250,826 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.68 % | 100.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,118 CHF | 251,118 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.49 % | 100.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,582 CHF | 250,582 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.24 % | 100.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,856 CHF | 250,856 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.65 % | 100.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,092 CHF | 251,092 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.26 % | 100.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,551 CHF | 250,551 CHF | 99.88% | 99.88% |
07/11/2024 | 0.80% | 99.45 % | 100.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,750 CHF | 250,750 CHF | 100.00% | 100.00% |