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% | 99.19 % | 99.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,333 CHF | 250,333 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 99.15 % | 99.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,609 CHF | 249,609 CHF | 99.99% | 99.99% |
18/11/2024 | 0.80% | 99.18 % | 99.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,516 CHF | 249,516 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 98.86 % | 99.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,656 CHF | 249,656 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.17 % | 99.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,041 CHF | 250,041 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.28 % | 100.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,190 CHF | 250,190 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.23 % | 100.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,504 CHF | 250,504 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.26 % | 100.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,226 CHF | 250,226 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.29 % | 100.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,139 CHF | 250,139 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 98.85 % | 99.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,448 CHF | 249,448 CHF | 100.00% | 100.00% |