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 | 0.81% | 98.64 % | 99.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,829 CHF | 248,829 CHF | 100.00% | 100.00% |
19/11/2024 | 0.81% | 98.70 % | 99.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,614 CHF | 248,614 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 98.83 % | 99.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,014 CHF | 249,014 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 98.86 % | 99.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,500 CHF | 249,500 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.09 % | 100.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,938 CHF | 251,938 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.81 % | 100.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,471 CHF | 251,471 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.84 % | 100.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,983 CHF | 251,983 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.24 % | 101.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,536 CHF | 252,545 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.01 % | 100.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,989 CHF | 251,989 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.07 % | 100.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,922 CHF | 251,922 CHF | 100.00% | 100.00% |