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% | 99.42 % | 100.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,550 CHF | 250,550 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 99.41 % | 100.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,525 CHF | 250,525 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 99.41 % | 100.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,525 CHF | 250,525 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.41 % | 100.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,525 CHF | 250,525 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.41 % | 100.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,486 CHF | 250,486 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.39 % | 100.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,475 CHF | 250,475 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.38 % | 100.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,450 CHF | 250,450 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.37 % | 100.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,425 CHF | 250,425 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.36 % | 100.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,096 CHF | 251,096 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.67 % | 100.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,175 CHF | 251,175 CHF | 100.00% | 100.00% |