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 | 0.83% | 95.45 % | 96.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,625 CHF | 240,625 CHF | 100.00% | 100.00% |
19/11/2024 | 0.83% | 95.43 % | 96.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,610 CHF | 240,610 CHF | 100.00% | 100.00% |
18/11/2024 | 0.83% | 95.45 % | 96.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,637 CHF | 240,637 CHF | 100.00% | 100.00% |
15/11/2024 | 0.83% | 95.49 % | 96.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,752 CHF | 240,752 CHF | 100.00% | 100.00% |
14/11/2024 | 0.83% | 95.52 % | 96.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,742 CHF | 240,742 CHF | 100.00% | 100.00% |
13/11/2024 | 0.83% | 95.47 % | 96.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,675 CHF | 240,675 CHF | 100.00% | 100.00% |
12/11/2024 | 0.83% | 95.48 % | 96.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,701 CHF | 240,701 CHF | 100.00% | 100.00% |
11/11/2024 | 0.83% | 95.49 % | 96.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,725 CHF | 240,725 CHF | 100.00% | 100.00% |
08/11/2024 | 0.83% | 95.48 % | 96.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,700 CHF | 240,700 CHF | 100.00% | 100.00% |
07/11/2024 | 0.83% | 95.50 % | 96.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,748 CHF | 240,748 CHF | 100.00% | 100.00% |