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 | 0.75% | 99.70 % | 100.45 % | 200,000 | 199,000 | 200,000 | 199,000 | 199,400 CHF | 199,896 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 99.67 % | 100.42 % | 200,000 | 199,000 | 200,000 | 199,000 | 199,340 CHF | 199,836 CHF | 100.00% | 100.00% |
18/11/2024 | 0.75% | 99.72 % | 100.47 % | 200,000 | 199,000 | 200,000 | 199,000 | 199,440 CHF | 199,935 CHF | 100.00% | 100.00% |
15/11/2024 | 0.75% | 99.68 % | 100.43 % | 200,000 | 199,000 | 200,000 | 199,000 | 199,360 CHF | 199,856 CHF | 100.00% | 100.00% |
14/11/2024 | 0.75% | 99.64 % | 100.39 % | 200,000 | 199,000 | 200,000 | 199,000 | 199,280 CHF | 199,776 CHF | 100.00% | 100.00% |
13/11/2024 | 0.75% | 99.66 % | 100.41 % | 200,000 | 199,000 | 200,000 | 199,000 | 199,320 CHF | 199,816 CHF | 100.00% | 100.00% |
12/11/2024 | 0.75% | 99.66 % | 100.41 % | 200,000 | 199,000 | 200,000 | 199,000 | 199,320 CHF | 199,816 CHF | 100.00% | 100.00% |
11/11/2024 | 0.75% | 99.58 % | 100.33 % | 200,000 | 199,000 | 200,000 | 199,000 | 199,160 CHF | 199,657 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 99.61 % | 100.36 % | 200,000 | 199,000 | 200,000 | 199,000 | 199,220 CHF | 199,716 CHF | 100.00% | 100.00% |
07/11/2024 | 0.75% | 99.59 % | 100.34 % | 200,000 | 199,000 | 200,000 | 199,000 | 199,180 CHF | 199,677 CHF | 100.00% | 100.00% |