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% | 97.77 % | 98.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,694 CHF | 246,694 CHF | 100.00% | 100.00% |
19/11/2024 | 0.81% | 97.84 % | 98.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,628 CHF | 246,628 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 98.13 % | 98.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,174 CHF | 247,174 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 98.16 % | 98.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,747 CHF | 247,747 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.52 % | 99.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,994 CHF | 247,994 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.14 % | 98.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,312 CHF | 247,312 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 98.14 % | 98.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,799 CHF | 247,799 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.70 % | 99.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,577 CHF | 248,577 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.41 % | 99.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,242 CHF | 248,242 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.71 % | 99.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,856 CHF | 248,856 CHF | 100.00% | 100.00% |