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 | 0.74% | 93.54 % | 94.24 % | 260,000 | 260,000 | 260,000 | 260,000 | 244,144 CHF | 245,964 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 93.71 % | 94.41 % | 260,000 | 260,000 | 260,000 | 260,000 | 243,006 CHF | 244,826 CHF | 89.38% | 89.38% |
18/11/2024 | 0.74% | 93.89 % | 94.59 % | 260,000 | 260,000 | 260,000 | 260,000 | 244,969 CHF | 246,789 CHF | 99.67% | 99.67% |
15/11/2024 | 0.74% | 94.07 % | 94.77 % | 260,000 | 260,000 | 260,000 | 260,000 | 246,602 CHF | 248,422 CHF | 100.00% | 100.00% |
14/11/2024 | 0.73% | 95.65 % | 96.35 % | 260,000 | 260,000 | 260,000 | 260,000 | 248,700 CHF | 250,520 CHF | 100.00% | 100.00% |
13/11/2024 | 0.73% | 95.37 % | 96.07 % | 260,000 | 260,000 | 260,000 | 260,000 | 248,563 CHF | 250,383 CHF | 100.00% | 100.00% |
12/11/2024 | 0.73% | 95.70 % | 96.40 % | 260,000 | 260,000 | 260,000 | 260,000 | 249,539 CHF | 251,359 CHF | 98.75% | 98.75% |
11/11/2024 | 0.73% | 96.07 % | 96.77 % | 260,000 | 260,000 | 260,000 | 260,000 | 249,805 CHF | 251,625 CHF | 100.00% | 100.00% |
08/11/2024 | 0.73% | 95.97 % | 96.67 % | 260,000 | 260,000 | 260,000 | 260,000 | 249,644 CHF | 251,464 CHF | 99.84% | 99.84% |
07/11/2024 | 0.73% | 95.85 % | 96.55 % | 260,000 | 260,000 | 260,000 | 260,000 | 248,907 CHF | 250,727 CHF | 100.00% | 100.00% |