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% | 96.23 % | 97.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,601 CHF | 244,601 CHF | 100.00% | 100.00% |
19/11/2024 | 0.83% | 96.94 % | 97.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,422 CHF | 243,422 CHF | 99.97% | 99.97% |
18/11/2024 | 0.82% | 97.05 % | 97.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,794 CHF | 244,794 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 96.99 % | 97.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,633 CHF | 246,633 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.21 % | 99.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,533 CHF | 247,533 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.37 % | 99.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,433 CHF | 248,433 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 98.68 % | 99.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,586 CHF | 249,586 CHF | 100.00% | 100.00% |