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% | 98.54 % | 99.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,823 CHF | 248,823 CHF | 100.00% | 100.00% |
19/11/2024 | 0.81% | 98.68 % | 99.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,300 CHF | 248,300 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 98.56 % | 99.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,070 CHF | 248,070 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 98.14 % | 98.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,697 CHF | 247,697 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.44 % | 99.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,962 CHF | 247,962 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.44 % | 99.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,118 CHF | 248,118 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 98.50 % | 99.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,590 CHF | 248,590 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.13 % | 99.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,961 CHF | 249,961 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.92 % | 99.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,447 CHF | 249,447 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.16 % | 99.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,055 CHF | 250,055 CHF | 100.00% | 100.00% |