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 | 245,142 CHF | 247,142 CHF | 99.98% | 99.98% |
19/11/2024 | 0.81% | 97.64 % | 98.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,846 CHF | 246,846 CHF | 99.74% | 99.74% |
18/11/2024 | 0.80% | 97.72 % | 98.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,855 CHF | 249,855 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.47 % | 100.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,749 CHF | 250,749 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.59 % | 100.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,318 CHF | 250,318 CHF | 99.94% | 99.94% |
13/11/2024 | 0.80% | 99.20 % | 100.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,072 CHF | 251,072 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.91 % | 100.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,092 CHF | 252,092 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.41 % | 101.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,800 CHF | 251,802 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.97 % | 100.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,772 CHF | 251,772 CHF | 99.97% | 99.97% |
07/11/2024 | 0.80% | 99.60 % | 100.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,675 CHF | 251,675 CHF | 100.00% | 100.00% |