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% | 98.23 % | 99.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,610 CHF | 247,610 CHF | 100.00% | 100.00% |
19/11/2024 | 0.81% | 98.09 % | 98.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,264 CHF | 247,264 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 98.12 % | 98.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,211 CHF | 247,211 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 98.06 % | 98.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,306 CHF | 247,306 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.19 % | 98.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,228 CHF | 247,228 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.01 % | 98.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,061 CHF | 247,061 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 98.18 % | 98.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,602 CHF | 247,602 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.20 % | 99.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,581 CHF | 247,581 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.09 % | 98.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,212 CHF | 247,212 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.12 % | 98.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,302 CHF | 247,302 CHF | 100.00% | 100.00% |