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% | 98.50 % | 99.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,684 CHF | 248,684 CHF | 100.00% | 100.00% |
19/11/2024 | 0.81% | 98.83 % | 99.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,913 CHF | 247,913 CHF | 99.98% | 99.98% |
18/11/2024 | 0.82% | 98.00 % | 98.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,342 CHF | 245,342 CHF | 99.97% | 99.97% |
15/11/2024 | 0.82% | 96.71 % | 97.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,728 CHF | 243,728 CHF | 100.00% | 100.00% |
14/11/2024 | 0.83% | 95.59 % | 96.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,038 CHF | 241,038 CHF | 99.91% | 99.91% |
13/11/2024 | 0.83% | 96.03 % | 96.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,677 CHF | 242,677 CHF | 99.77% | 99.77% |
12/11/2024 | 0.82% | 96.21 % | 97.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,836 CHF | 243,836 CHF | 100.00% | 100.00% |
11/11/2024 | 0.82% | 97.23 % | 98.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,632 CHF | 245,632 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 97.48 % | 98.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,511 CHF | 246,511 CHF | 99.93% | 99.93% |
07/11/2024 | 0.81% | 98.44 % | 99.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,047 CHF | 248,047 CHF | 99.69% | 99.69% |