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% | 98.39 % | 99.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,508 CHF | 248,508 CHF | 100.00% | 100.00% |
19/11/2024 | 0.81% | 97.78 % | 98.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,525 CHF | 246,525 CHF | 99.83% | 99.83% |
18/11/2024 | 0.81% | 98.76 % | 99.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,523 CHF | 248,523 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 98.30 % | 99.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,669 CHF | 247,669 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.28 % | 99.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,118 CHF | 247,118 CHF | 99.99% | 99.99% |
13/11/2024 | 0.81% | 97.73 % | 98.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,053 CHF | 247,053 CHF | 99.99% | 99.99% |
12/11/2024 | 0.81% | 98.23 % | 99.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,624 CHF | 248,624 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 99.06 % | 99.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,001 CHF | 249,001 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.31 % | 99.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,154 CHF | 248,154 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 98.88 % | 99.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,521 CHF | 249,521 CHF | 100.00% | 100.00% |