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% | 97.28 % | 98.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,976 CHF | 245,976 CHF | 99.98% | 99.98% |
19/11/2024 | 0.82% | 97.38 % | 98.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,258 CHF | 245,258 CHF | 99.89% | 99.89% |
18/11/2024 | 0.82% | 97.73 % | 98.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,032 CHF | 246,032 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 97.58 % | 98.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,663 CHF | 246,663 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.06 % | 98.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,894 CHF | 246,894 CHF | 100.00% | 100.00% |
13/11/2024 | 0.82% | 97.60 % | 98.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,796 CHF | 245,796 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 97.55 % | 98.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,745 CHF | 246,745 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.27 % | 99.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,569 CHF | 247,569 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 97.80 % | 98.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,588 CHF | 246,588 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.08 % | 98.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,746 CHF | 246,746 CHF | 100.00% | 100.00% |