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 | 0.82% | 96.76 % | 97.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,382 CHF | 244,382 CHF | 99.99% | 99.99% |
19/11/2024 | 0.82% | 96.79 % | 97.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,051 CHF | 244,051 CHF | 99.84% | 99.84% |
18/11/2024 | 0.82% | 97.09 % | 97.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,567 CHF | 244,567 CHF | 100.00% | 100.00% |
15/11/2024 | 0.82% | 96.98 % | 97.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,757 CHF | 244,757 CHF | 100.00% | 100.00% |
14/11/2024 | 0.82% | 97.47 % | 98.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,022 CHF | 245,022 CHF | 100.00% | 100.00% |
13/11/2024 | 0.82% | 96.67 % | 97.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,629 CHF | 243,629 CHF | 100.00% | 100.00% |
12/11/2024 | 0.82% | 96.61 % | 97.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,305 CHF | 244,305 CHF | 100.00% | 100.00% |
11/11/2024 | 0.82% | 97.24 % | 98.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,287 CHF | 245,287 CHF | 100.00% | 100.00% |
08/11/2024 | 0.82% | 97.02 % | 97.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,946 CHF | 244,946 CHF | 100.00% | 100.00% |
07/11/2024 | 0.82% | 97.44 % | 98.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,747 CHF | 245,747 CHF | 100.00% | 100.00% |