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% | 97.47 % | 98.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,352 CHF | 245,352 CHF | 99.71% | 99.71% |
20/11/2024 | 0.82% | 97.49 % | 98.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,070 CHF | 246,070 CHF | 99.98% | 99.98% |
19/11/2024 | 0.82% | 97.53 % | 98.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,958 CHF | 245,958 CHF | 99.83% | 99.83% |
18/11/2024 | 0.81% | 98.25 % | 99.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,362 CHF | 247,362 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 97.74 % | 98.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,271 CHF | 247,271 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.44 % | 99.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,934 CHF | 247,934 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.05 % | 98.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,316 CHF | 247,316 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 98.11 % | 98.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,830 CHF | 247,830 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.61 % | 99.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,856 CHF | 248,856 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.64 % | 99.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,848 CHF | 248,848 CHF | 100.00% | 100.00% |