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 | 0.82% | 96.50 % | 97.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,452 CHF | 243,452 CHF | 100.00% | 100.00% |
19/11/2024 | 0.82% | 96.42 % | 97.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,390 CHF | 244,390 CHF | 99.98% | 99.98% |
18/11/2024 | 0.81% | 97.89 % | 98.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,015 CHF | 247,015 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 98.01 % | 98.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,053 CHF | 247,053 CHF | 99.98% | 99.98% |
14/11/2024 | 0.80% | 99.30 % | 100.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,139 CHF | 251,141 CHF | 99.98% | 99.98% |
13/11/2024 | 0.80% | 100.35 % | 101.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,748 CHF | 251,753 CHF | 99.99% | 99.99% |
12/11/2024 | 0.80% | 100.32 % | 101.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,580 CHF | 253,605 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.78 % | 101.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,161 CHF | 254,186 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.47 % | 101.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,981 CHF | 252,999 CHF | 100.00% | 100.00% |