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 | 1.98% | 99.84 % | 101.84 % | 220,000 | 250,000 | 245,622 | 250,000 | 245,405 CHF | 254,776 CHF | 100.00% | 100.00% |
19/11/2024 | 1.98% | 99.80 % | 101.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,669 CHF | 254,669 CHF | 100.00% | 100.00% |
18/11/2024 | 1.98% | 99.97 % | 101.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,064 CHF | 255,064 CHF | 100.00% | 100.00% |
15/11/2024 | 1.98% | 100.07 % | 102.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,377 CHF | 255,377 CHF | 100.00% | 100.00% |
14/11/2024 | 1.97% | 100.40 % | 102.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,921 CHF | 255,921 CHF | 100.00% | 100.00% |
13/11/2024 | 1.97% | 100.38 % | 102.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,121 CHF | 256,121 CHF | 100.00% | 100.00% |
12/11/2024 | 1.97% | 100.41 % | 102.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,059 CHF | 256,059 CHF | 100.00% | 100.00% |
11/11/2024 | 1.97% | 100.49 % | 102.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,219 CHF | 256,219 CHF | 100.00% | 100.00% |
08/11/2024 | 1.97% | 100.41 % | 102.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,027 CHF | 256,027 CHF | 100.00% | 100.00% |
07/11/2024 | 1.97% | 100.47 % | 102.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,147 CHF | 256,147 CHF | 100.00% | 100.00% |