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% | 99.90 % | 100.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,082 CHF | 252,082 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 99.92 % | 100.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,742 CHF | 251,742 CHF | 99.78% | 99.78% |
18/11/2024 | 0.80% | 100.12 % | 100.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,190 CHF | 252,190 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.99 % | 100.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,220 CHF | 252,220 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.11 % | 100.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,275 CHF | 252,275 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.10 % | 100.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,119 CHF | 252,119 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.05 % | 100.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,543 CHF | 252,557 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.32 % | 101.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,874 CHF | 252,899 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.07 % | 100.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,072 CHF | 252,072 CHF | 99.97% | 99.97% |
07/11/2024 | 0.80% | 100.12 % | 100.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,197 CHF | 252,197 CHF | 100.00% | 100.00% |