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% | 98.29 % | 99.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,061 CHF | 248,061 CHF | 100.00% | 100.00% |
19/11/2024 | 0.81% | 98.35 % | 99.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,742 CHF | 247,742 CHF | 99.98% | 99.98% |
18/11/2024 | 0.81% | 98.51 % | 99.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,900 CHF | 247,900 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 97.95 % | 98.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,867 CHF | 247,867 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.98 % | 99.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,845 CHF | 248,845 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.33 % | 99.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,317 CHF | 247,317 CHF | 99.91% | 99.91% |
12/11/2024 | 0.81% | 98.28 % | 99.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,950 CHF | 247,950 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.50 % | 99.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,773 CHF | 248,773 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.58 % | 99.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,443 CHF | 248,443 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.65 % | 99.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,656 CHF | 248,656 CHF | 100.00% | 100.00% |