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 | 1.01% | 98.57 % | 99.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,658 CHF | 249,158 CHF | 99.95% | 99.95% |
19/11/2024 | 1.01% | 98.72 % | 99.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,821 CHF | 249,321 CHF | 100.00% | 100.00% |
18/11/2024 | 1.01% | 98.71 % | 99.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,594 CHF | 249,094 CHF | 100.00% | 100.00% |
15/11/2024 | 1.01% | 98.82 % | 99.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,958 CHF | 248,458 CHF | 100.00% | 100.00% |
14/11/2024 | 1.01% | 98.23 % | 99.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,478 CHF | 247,978 CHF | 100.00% | 100.00% |
13/11/2024 | 1.02% | 97.50 % | 98.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,427 CHF | 245,927 CHF | 100.00% | 100.00% |
12/11/2024 | 1.02% | 97.34 % | 98.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,655 CHF | 246,155 CHF | 100.00% | 100.00% |
11/11/2024 | 1.02% | 97.33 % | 98.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,509 CHF | 246,009 CHF | 100.00% | 100.00% |
08/11/2024 | 1.02% | 97.07 % | 98.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,841 CHF | 245,341 CHF | 100.00% | 100.00% |
07/11/2024 | 1.02% | 97.42 % | 98.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,323 CHF | 246,823 CHF | 100.00% | 100.00% |