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 | 0.81% | 98.08 % | 98.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,226 CHF | 247,226 CHF | 100.00% | 100.00% |
19/11/2024 | 0.81% | 98.08 % | 98.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,221 CHF | 247,221 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 98.06 % | 98.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,152 CHF | 247,152 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 98.05 % | 98.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,241 CHF | 247,241 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.09 % | 98.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,163 CHF | 247,163 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.06 % | 98.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,073 CHF | 247,073 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 98.03 % | 98.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,094 CHF | 247,094 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.09 % | 98.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,182 CHF | 247,182 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.02 % | 98.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,069 CHF | 247,069 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.06 % | 98.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,192 CHF | 247,192 CHF | 100.00% | 100.00% |