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% | 99.69 % | 100.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,387 CHF | 251,387 CHF | 99.99% | 99.99% |
19/11/2024 | 0.80% | 99.53 % | 100.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,285 CHF | 251,285 CHF | 99.78% | 99.78% |
18/11/2024 | 0.80% | 99.99 % | 100.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,825 CHF | 251,825 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.61 % | 100.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,980 CHF | 250,980 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.57 % | 100.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,636 CHF | 250,636 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.48 % | 100.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,599 CHF | 250,599 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.31 % | 100.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,673 CHF | 250,673 CHF | 99.95% | 99.95% |
11/11/2024 | 0.80% | 99.69 % | 100.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,298 CHF | 251,298 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.52 % | 100.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,751 CHF | 250,751 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.64 % | 100.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,113 CHF | 251,113 CHF | 100.00% | 100.00% |