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 | 1.29% | 38.52 % | 39.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 96,556 CHF | 97,806 CHF | 100.00% | 100.00% |
19/11/2024 | 1.29% | 38.64 % | 39.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 96,547 CHF | 97,797 CHF | 99.99% | 99.99% |
18/11/2024 | 1.29% | 38.36 % | 38.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 95,934 CHF | 97,184 CHF | 100.00% | 100.00% |
15/11/2024 | 1.29% | 38.41 % | 38.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 96,571 CHF | 97,821 CHF | 100.00% | 100.00% |
14/11/2024 | 1.28% | 38.85 % | 39.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 96,738 CHF | 97,988 CHF | 99.97% | 99.97% |
13/11/2024 | 1.28% | 38.81 % | 39.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 97,239 CHF | 98,489 CHF | 100.00% | 100.00% |
12/11/2024 | 1.27% | 38.88 % | 39.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 97,664 CHF | 98,914 CHF | 99.97% | 99.97% |
11/11/2024 | 1.26% | 39.36 % | 39.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 98,591 CHF | 99,841 CHF | 100.00% | 100.00% |
08/11/2024 | 1.27% | 39.14 % | 39.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 98,017 CHF | 99,267 CHF | 100.00% | 100.00% |
07/11/2024 | 1.26% | 39.33 % | 39.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 98,565 CHF | 99,815 CHF | 99.95% | 99.95% |