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% | 97.35 % | 98.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,988 CHF | 245,988 CHF | 99.98% | 99.98% |
19/11/2024 | 0.82% | 96.96 % | 97.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,599 CHF | 245,599 CHF | 100.00% | 100.00% |
18/11/2024 | 0.82% | 97.85 % | 98.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,006 CHF | 246,006 CHF | 100.00% | 100.00% |
15/11/2024 | 0.82% | 97.62 % | 98.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,381 CHF | 246,381 CHF | 100.00% | 100.00% |
14/11/2024 | 0.82% | 97.65 % | 98.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,678 CHF | 245,678 CHF | 100.00% | 100.00% |
13/11/2024 | 0.82% | 96.88 % | 97.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,793 CHF | 244,793 CHF | 99.85% | 99.85% |
12/11/2024 | 0.82% | 96.81 % | 97.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,987 CHF | 244,987 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 97.68 % | 98.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,858 CHF | 246,858 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 97.86 % | 98.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,823 CHF | 247,823 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.01 % | 99.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,639 CHF | 249,639 CHF | 100.00% | 100.00% |