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 | 0.71% | 97.58 % | 98.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,295 CHF | 246,045 CHF | 100.00% | 100.00% |
19/11/2024 | 0.72% | 97.64 % | 98.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,878 CHF | 245,628 CHF | 89.38% | 89.38% |
18/11/2024 | 0.71% | 97.71 % | 98.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,099 CHF | 245,849 CHF | 99.66% | 99.66% |
15/11/2024 | 0.72% | 97.49 % | 98.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,738 CHF | 245,488 CHF | 100.00% | 100.00% |
14/11/2024 | 0.71% | 97.82 % | 98.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,886 CHF | 245,636 CHF | 100.00% | 100.00% |
13/11/2024 | 0.72% | 97.16 % | 97.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,539 CHF | 244,289 CHF | 100.00% | 100.00% |
12/11/2024 | 0.72% | 96.87 % | 97.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,921 CHF | 244,671 CHF | 98.74% | 98.74% |
11/11/2024 | 0.72% | 97.38 % | 98.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,857 CHF | 245,607 CHF | 100.00% | 100.00% |
08/11/2024 | 0.71% | 97.47 % | 98.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,988 CHF | 245,738 CHF | 99.84% | 99.84% |
07/11/2024 | 0.71% | 97.57 % | 98.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,383 CHF | 246,133 CHF | 100.00% | 100.00% |