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 | 0.82% | 97.59 % | 98.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,975 CHF | 245,975 CHF | 100.00% | 100.00% |
19/11/2024 | 0.82% | 97.60 % | 98.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,013 CHF | 246,013 CHF | 100.00% | 100.00% |
18/11/2024 | 0.82% | 97.56 % | 98.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,904 CHF | 245,904 CHF | 100.00% | 100.00% |
15/11/2024 | 0.82% | 97.55 % | 98.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,002 CHF | 246,002 CHF | 100.00% | 100.00% |
14/11/2024 | 0.82% | 97.59 % | 98.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,953 CHF | 245,953 CHF | 100.00% | 100.00% |
13/11/2024 | 0.82% | 97.54 % | 98.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,794 CHF | 245,794 CHF | 100.00% | 100.00% |
12/11/2024 | 0.82% | 97.53 % | 98.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,839 CHF | 245,839 CHF | 100.00% | 100.00% |
11/11/2024 | 0.82% | 97.54 % | 98.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,809 CHF | 245,809 CHF | 100.00% | 100.00% |
08/11/2024 | 0.82% | 97.48 % | 98.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,663 CHF | 245,663 CHF | 100.00% | 100.00% |
07/11/2024 | 0.82% | 97.47 % | 98.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,720 CHF | 245,720 CHF | 100.00% | 100.00% |