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 | 0.50% | 99.92 % | 100.42 % | 300,000 | 300,000 | 300,000 | 300,000 | 300,514 CHF | 302,014 CHF | 100.00% | 100.00% |
19/11/2024 | 0.50% | 99.45 % | 99.95 % | 300,000 | 300,000 | 300,000 | 300,000 | 298,046 CHF | 299,546 CHF | 89.38% | 89.38% |
18/11/2024 | 0.50% | 100.12 % | 100.62 % | 300,000 | 300,000 | 300,000 | 300,000 | 300,415 CHF | 301,915 CHF | 99.67% | 99.67% |
15/11/2024 | 0.50% | 99.93 % | 100.43 % | 300,000 | 300,000 | 300,000 | 300,000 | 300,435 CHF | 301,935 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 100.35 % | 100.85 % | 300,000 | 300,000 | 300,000 | 300,000 | 300,268 CHF | 301,768 CHF | 100.00% | 100.00% |
13/11/2024 | 0.50% | 99.94 % | 100.44 % | 300,000 | 300,000 | 300,000 | 300,000 | 299,807 CHF | 301,307 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 100.08 % | 100.58 % | 300,000 | 300,000 | 300,000 | 300,000 | 301,276 CHF | 302,776 CHF | 98.73% | 98.73% |
11/11/2024 | 0.49% | 100.96 % | 101.46 % | 300,000 | 300,000 | 300,000 | 300,000 | 302,462 CHF | 303,962 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 100.51 % | 101.01 % | 300,000 | 300,000 | 300,000 | 300,000 | 301,310 CHF | 302,810 CHF | 99.83% | 99.83% |
07/11/2024 | 0.49% | 100.73 % | 101.23 % | 300,000 | 300,000 | 300,000 | 300,000 | 302,498 CHF | 303,998 CHF | 100.00% | 100.00% |