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% | 98.06 % | 98.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,673 CHF | 247,673 CHF | 100.00% | 100.00% |
19/11/2024 | 0.81% | 98.00 % | 98.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,004 CHF | 247,004 CHF | 99.80% | 99.80% |
18/11/2024 | 0.81% | 98.31 % | 99.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,587 CHF | 247,587 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 98.20 % | 99.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,837 CHF | 247,837 CHF | 99.99% | 99.99% |
14/11/2024 | 0.81% | 98.53 % | 99.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,016 CHF | 248,016 CHF | 99.97% | 99.97% |
13/11/2024 | 0.81% | 98.09 % | 98.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,322 CHF | 247,322 CHF | 99.98% | 99.98% |
12/11/2024 | 0.81% | 98.27 % | 99.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,369 CHF | 248,369 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.73 % | 99.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,813 CHF | 248,813 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.39 % | 99.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,148 CHF | 248,148 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.65 % | 99.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,891 CHF | 248,891 CHF | 100.00% | 100.00% |