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 | 0.82% | 96.58 % | 97.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,552 CHF | 244,552 CHF | 100.00% | 100.00% |
19/11/2024 | 0.82% | 96.57 % | 97.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,304 CHF | 244,304 CHF | 100.00% | 100.00% |
18/11/2024 | 0.82% | 97.79 % | 98.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,796 CHF | 245,796 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 97.89 % | 98.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,745 CHF | 247,745 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.75 % | 99.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,431 CHF | 248,431 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 97.85 % | 98.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,820 CHF | 246,820 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 98.23 % | 99.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,515 CHF | 248,515 CHF | 99.99% | 99.99% |
11/11/2024 | 0.80% | 99.02 % | 99.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,131 CHF | 250,131 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.08 % | 99.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,826 CHF | 250,826 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.78 % | 100.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,810 CHF | 251,810 CHF | 100.00% | 100.00% |