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% | 97.42 % | 98.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,728 CHF | 246,728 CHF | 100.00% | 100.00% |
19/11/2024 | 0.81% | 97.45 % | 98.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,677 CHF | 246,677 CHF | 99.91% | 99.91% |
18/11/2024 | 0.82% | 97.33 % | 98.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,546 CHF | 244,546 CHF | 99.98% | 99.98% |
15/11/2024 | 0.82% | 96.81 % | 97.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,326 CHF | 245,326 CHF | 100.00% | 100.00% |
14/11/2024 | 0.83% | 96.73 % | 97.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,554 CHF | 241,554 CHF | 99.98% | 99.98% |
13/11/2024 | 0.82% | 96.60 % | 97.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,351 CHF | 245,351 CHF | 99.98% | 99.98% |
12/11/2024 | 0.82% | 96.94 % | 97.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,147 CHF | 245,147 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 98.15 % | 98.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,258 CHF | 250,258 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.42 % | 100.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,815 CHF | 251,817 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.46 % | 101.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,894 CHF | 251,899 CHF | 100.00% | 100.00% |