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% | 97.89 % | 98.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,127 CHF | 247,127 CHF | 100.00% | 100.00% |
19/11/2024 | 0.81% | 97.92 % | 98.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,629 CHF | 246,629 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 97.96 % | 98.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,929 CHF | 246,929 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 97.79 % | 98.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,914 CHF | 246,914 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.20 % | 99.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,326 CHF | 247,326 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 97.98 % | 98.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,977 CHF | 246,977 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 97.90 % | 98.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,145 CHF | 247,145 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.18 % | 98.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,315 CHF | 247,315 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 97.91 % | 98.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,040 CHF | 247,040 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.25 % | 99.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,846 CHF | 247,846 CHF | 100.00% | 100.00% |