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% | 97.67 % | 98.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,733 CHF | 246,733 CHF | 99.93% | 99.93% |
19/11/2024 | 0.82% | 97.55 % | 98.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,799 CHF | 245,799 CHF | 99.62% | 99.62% |
18/11/2024 | 0.82% | 97.80 % | 98.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,311 CHF | 246,311 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 97.75 % | 98.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,972 CHF | 246,972 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.24 % | 99.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,427 CHF | 247,427 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 97.93 % | 98.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,973 CHF | 246,973 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 98.16 % | 98.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,755 CHF | 247,755 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.51 % | 99.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,214 CHF | 248,214 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.16 % | 98.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,432 CHF | 247,432 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.21 % | 99.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,224 CHF | 247,224 CHF | 99.93% | 99.93% |