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 | 2.01% | 98.71 % | 100.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,775 CHF | 251,775 CHF | 100.00% | 100.00% |
19/11/2024 | 2.01% | 98.72 % | 100.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,793 CHF | 251,793 CHF | 100.00% | 100.00% |
18/11/2024 | 2.01% | 98.70 % | 100.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,750 CHF | 251,750 CHF | 100.00% | 100.00% |
15/11/2024 | 2.01% | 98.70 % | 100.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,750 CHF | 251,750 CHF | 100.00% | 100.00% |
14/11/2024 | 2.01% | 98.69 % | 100.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,725 CHF | 251,725 CHF | 100.00% | 100.00% |
13/11/2024 | 2.01% | 98.68 % | 100.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,700 CHF | 251,700 CHF | 100.00% | 100.00% |
12/11/2024 | 2.01% | 98.68 % | 100.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,700 CHF | 251,700 CHF | 100.00% | 100.00% |
11/11/2024 | 2.01% | 98.66 % | 100.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,650 CHF | 251,650 CHF | 100.00% | 100.00% |
08/11/2024 | 2.01% | 98.66 % | 100.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,650 CHF | 251,650 CHF | 100.00% | 100.00% |
07/11/2024 | 2.01% | 98.67 % | 100.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,675 CHF | 251,675 CHF | 100.00% | 100.00% |