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 | 0.84% | 95.05 % | 95.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,604 CHF | 239,604 CHF | 100.00% | 100.00% |
19/11/2024 | 0.84% | 95.11 % | 95.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,827 CHF | 239,827 CHF | 100.00% | 100.00% |
18/11/2024 | 0.84% | 95.19 % | 95.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,834 CHF | 239,834 CHF | 100.00% | 100.00% |
15/11/2024 | 0.84% | 95.11 % | 95.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,972 CHF | 239,972 CHF | 100.00% | 100.00% |
14/11/2024 | 0.84% | 95.17 % | 95.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,516 CHF | 239,516 CHF | 100.00% | 100.00% |
13/11/2024 | 0.84% | 94.96 % | 95.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,140 CHF | 239,140 CHF | 100.00% | 100.00% |
12/11/2024 | 0.84% | 94.86 % | 95.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,373 CHF | 239,373 CHF | 100.00% | 100.00% |
11/11/2024 | 0.84% | 95.11 % | 95.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,727 CHF | 239,727 CHF | 100.00% | 100.00% |
08/11/2024 | 0.84% | 94.89 % | 95.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,310 CHF | 239,310 CHF | 99.99% | 99.99% |
07/11/2024 | 0.84% | 95.21 % | 96.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,955 CHF | 239,955 CHF | 100.00% | 100.00% |