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% | 99.01 % | 99.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,121 CHF | 250,121 CHF | 100.00% | 100.00% |
19/11/2024 | 0.81% | 99.04 % | 99.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,247 CHF | 249,247 CHF | 99.93% | 99.93% |
18/11/2024 | 0.80% | 99.22 % | 100.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,912 CHF | 249,912 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.03 % | 99.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,686 CHF | 249,686 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.16 % | 99.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,477 CHF | 249,477 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.75 % | 99.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,092 CHF | 249,092 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 98.74 % | 99.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,666 CHF | 249,666 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.35 % | 100.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,962 CHF | 249,962 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.83 % | 99.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,082 CHF | 249,082 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.13 % | 99.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,224 CHF | 250,224 CHF | 100.00% | 100.00% |