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% | 98.28 % | 99.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,763 CHF | 247,763 CHF | 100.00% | 100.00% |
19/11/2024 | 0.81% | 98.00 % | 98.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,987 CHF | 246,987 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 98.11 % | 98.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,982 CHF | 246,982 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 97.68 % | 98.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,974 CHF | 247,974 CHF | 99.98% | 99.98% |
14/11/2024 | 0.80% | 99.00 % | 99.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,547 CHF | 249,547 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 99.06 % | 99.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,434 CHF | 249,434 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.17 % | 99.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,785 CHF | 249,785 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 98.99 % | 99.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,616 CHF | 249,616 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.94 % | 99.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,196 CHF | 249,196 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.94 % | 99.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,871 CHF | 248,871 CHF | 100.00% | 100.00% |