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% | 98.45 % | 99.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,902 CHF | 248,902 CHF | 100.00% | 100.00% |
19/11/2024 | 0.81% | 98.81 % | 99.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,089 CHF | 249,089 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 99.65 % | 100.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,745 CHF | 250,745 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.42 % | 100.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,384 CHF | 250,384 CHF | 99.98% | 99.98% |
14/11/2024 | 0.80% | 99.28 % | 100.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,796 CHF | 249,796 CHF | 99.98% | 99.98% |
13/11/2024 | 0.80% | 98.90 % | 99.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,855 CHF | 249,855 CHF | 99.71% | 99.71% |
12/11/2024 | 0.80% | 99.18 % | 99.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,137 CHF | 251,137 CHF | 99.99% | 99.99% |
11/11/2024 | 0.80% | 100.13 % | 100.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,147 CHF | 252,151 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.45 % | 100.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,323 CHF | 250,323 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.18 % | 99.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,737 CHF | 250,737 CHF | 100.00% | 100.00% |