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 | 0.86% | 92.81 % | 93.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,588 CHF | 234,588 CHF | 100.00% | 100.00% |
19/11/2024 | 0.86% | 93.14 % | 93.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,917 CHF | 234,917 CHF | 99.83% | 99.83% |
18/11/2024 | 0.85% | 93.90 % | 94.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,086 CHF | 236,086 CHF | 100.00% | 100.00% |
15/11/2024 | 0.85% | 93.35 % | 94.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,477 CHF | 236,477 CHF | 100.00% | 100.00% |
14/11/2024 | 0.85% | 94.06 % | 94.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,998 CHF | 236,998 CHF | 100.00% | 100.00% |
13/11/2024 | 0.85% | 93.74 % | 94.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,176 CHF | 236,176 CHF | 100.00% | 100.00% |
12/11/2024 | 0.84% | 93.97 % | 94.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,713 CHF | 237,713 CHF | 100.00% | 100.00% |
11/11/2024 | 0.84% | 94.76 % | 95.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,344 CHF | 239,344 CHF | 100.00% | 100.00% |
08/11/2024 | 0.84% | 94.44 % | 95.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,915 CHF | 237,915 CHF | 99.97% | 99.97% |
07/11/2024 | 0.84% | 94.71 % | 95.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,697 CHF | 238,697 CHF | 100.00% | 100.00% |