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% | 96.87 % | 97.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,133 CHF | 244,133 CHF | 100.00% | 100.00% |
19/11/2024 | 0.82% | 96.87 % | 97.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,173 CHF | 244,173 CHF | 100.00% | 100.00% |
18/11/2024 | 0.82% | 96.82 % | 97.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,045 CHF | 244,045 CHF | 100.00% | 100.00% |
15/11/2024 | 0.82% | 96.81 % | 97.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,183 CHF | 244,183 CHF | 100.00% | 100.00% |
14/11/2024 | 0.82% | 96.87 % | 97.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,109 CHF | 244,109 CHF | 100.00% | 100.00% |
13/11/2024 | 0.82% | 96.81 % | 97.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,970 CHF | 243,970 CHF | 100.00% | 100.00% |
12/11/2024 | 0.82% | 96.80 % | 97.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,010 CHF | 244,010 CHF | 100.00% | 100.00% |
11/11/2024 | 0.82% | 96.83 % | 97.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,985 CHF | 243,985 CHF | 100.00% | 100.00% |
08/11/2024 | 0.82% | 96.76 % | 97.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,842 CHF | 243,842 CHF | 100.00% | 100.00% |
07/11/2024 | 0.82% | 96.74 % | 97.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,888 CHF | 243,888 CHF | 100.00% | 100.00% |