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 | 0.51% | 98.15 % | 98.65 % | 250,000 | 230,000 | 250,000 | 234,048 | 245,703 CHF | 231,197 CHF | 99.94% | 99.94% |
19/11/2024 | 0.51% | 98.07 % | 98.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,186 CHF | 246,436 CHF | 100.00% | 100.00% |
18/11/2024 | 0.51% | 98.36 % | 98.86 % | 250,000 | 197,000 | 250,000 | 230,030 | 245,736 CHF | 227,262 CHF | 100.00% | 100.00% |
15/11/2024 | 0.51% | 98.43 % | 98.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,304 CHF | 247,554 CHF | 100.00% | 100.00% |
14/11/2024 | 0.51% | 98.58 % | 99.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,461 CHF | 247,711 CHF | 100.00% | 100.00% |
13/11/2024 | 0.51% | 98.34 % | 98.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,791 CHF | 247,041 CHF | 100.00% | 100.00% |
12/11/2024 | 0.51% | 98.35 % | 98.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,301 CHF | 247,551 CHF | 100.00% | 100.00% |
11/11/2024 | 0.51% | 98.72 % | 99.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,854 CHF | 248,104 CHF | 100.00% | 100.00% |
08/11/2024 | 0.51% | 98.49 % | 98.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,277 CHF | 247,527 CHF | 100.00% | 100.00% |
07/11/2024 | 0.51% | 98.57 % | 99.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,167 CHF | 247,417 CHF | 100.00% | 100.00% |