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% | 97.48 % | 98.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,815 CHF | 245,815 CHF | 99.93% | 99.93% |
19/11/2024 | 0.82% | 97.55 % | 98.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,564 CHF | 245,564 CHF | 99.97% | 99.97% |
18/11/2024 | 0.81% | 97.88 % | 98.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,594 CHF | 246,594 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 97.73 % | 98.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,543 CHF | 246,543 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 97.86 % | 98.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,794 CHF | 246,794 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 97.95 % | 98.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,343 CHF | 247,343 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 97.87 % | 98.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,103 CHF | 247,103 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.52 % | 99.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,492 CHF | 248,492 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.77 % | 99.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,828 CHF | 248,828 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.89 % | 99.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,047 CHF | 249,047 CHF | 100.00% | 100.00% |