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% | 98.41 % | 99.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,587 CHF | 248,587 CHF | 100.00% | 100.00% |
19/11/2024 | 0.81% | 98.43 % | 99.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,005 CHF | 248,005 CHF | 99.97% | 99.97% |
18/11/2024 | 0.81% | 98.72 % | 99.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,636 CHF | 248,636 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 98.70 % | 99.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,354 CHF | 249,354 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.89 % | 99.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,058 CHF | 249,058 CHF | 99.97% | 99.97% |
13/11/2024 | 0.81% | 98.50 % | 99.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,213 CHF | 248,213 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 98.54 % | 99.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,154 CHF | 249,154 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.15 % | 99.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,836 CHF | 249,836 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.76 % | 99.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,058 CHF | 249,058 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.95 % | 99.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,144 CHF | 249,144 CHF | 100.00% | 100.00% |