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% | 99.69 % | 100.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,308 CHF | 253,328 CHF | 99.96% | 99.96% |
19/11/2024 | 0.80% | 100.37 % | 101.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,756 CHF | 253,781 CHF | 99.72% | 99.72% |
18/11/2024 | 0.80% | 100.29 % | 101.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,630 CHF | 251,635 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.80 % | 101.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,483 CHF | 255,520 CHF | 99.99% | 99.99% |
14/11/2024 | 0.80% | 102.69 % | 103.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,799 CHF | 257,849 CHF | 99.97% | 99.97% |
13/11/2024 | 0.80% | 100.50 % | 101.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,776 CHF | 254,814 CHF | 99.98% | 99.98% |
12/11/2024 | 0.80% | 101.92 % | 102.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,911 CHF | 257,961 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 102.42 % | 103.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,547 CHF | 259,619 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 102.45 % | 103.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,087 CHF | 258,141 CHF | 99.99% | 99.99% |
07/11/2024 | 0.80% | 102.26 % | 103.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,385 CHF | 256,434 CHF | 99.99% | 99.99% |