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% | 99.63 % | 100.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,074 CHF | 251,074 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 99.64 % | 100.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,152 CHF | 251,152 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 99.70 % | 100.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,185 CHF | 251,185 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.66 % | 100.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,357 CHF | 251,357 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.78 % | 100.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,291 CHF | 251,291 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.64 % | 100.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,089 CHF | 251,089 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.69 % | 100.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,237 CHF | 251,237 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.74 % | 100.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,365 CHF | 251,365 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.68 % | 100.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,239 CHF | 251,239 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.73 % | 100.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,362 CHF | 251,362 CHF | 100.00% | 100.00% |