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 | 0.83% | 96.44 % | 97.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,243 CHF | 243,243 CHF | 100.00% | 100.00% |
19/11/2024 | 0.83% | 96.51 % | 97.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,275 CHF | 243,275 CHF | 100.00% | 100.00% |
18/11/2024 | 0.83% | 96.54 % | 97.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,216 CHF | 243,216 CHF | 100.00% | 100.00% |
15/11/2024 | 0.82% | 96.58 % | 97.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,640 CHF | 243,640 CHF | 100.00% | 100.00% |
14/11/2024 | 0.82% | 96.71 % | 97.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,588 CHF | 243,588 CHF | 100.00% | 100.00% |
13/11/2024 | 0.83% | 96.54 % | 97.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,345 CHF | 243,345 CHF | 100.00% | 100.00% |
12/11/2024 | 0.82% | 96.67 % | 97.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,970 CHF | 243,970 CHF | 100.00% | 100.00% |
11/11/2024 | 0.82% | 96.96 % | 97.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,281 CHF | 244,281 CHF | 100.00% | 100.00% |
08/11/2024 | 0.82% | 96.70 % | 97.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,627 CHF | 243,627 CHF | 100.00% | 100.00% |
07/11/2024 | 0.83% | 96.61 % | 97.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,999 CHF | 242,999 CHF | 100.00% | 100.00% |