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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.82% | 97.55 % | 98.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,489 CHF | 245,489 CHF | 99.90% | 99.90% |
20/11/2024 | 0.82% | 97.32 % | 98.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,829 CHF | 245,829 CHF | 100.00% | 100.00% |
19/11/2024 | 0.82% | 97.34 % | 98.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,601 CHF | 245,601 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 97.97 % | 98.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,755 CHF | 246,755 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 97.76 % | 98.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,954 CHF | 246,954 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.22 % | 99.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,414 CHF | 247,414 CHF | 99.97% | 99.97% |
13/11/2024 | 0.81% | 97.92 % | 98.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,825 CHF | 246,825 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 97.96 % | 98.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,190 CHF | 247,190 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.21 % | 99.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,816 CHF | 247,816 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.13 % | 98.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,470 CHF | 247,470 CHF | 100.00% | 100.00% |