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 | 0.80% | 98.95 % | 99.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,593 CHF | 249,593 CHF | 100.00% | 100.00% |
19/11/2024 | 0.81% | 98.53 % | 99.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,104 CHF | 249,104 CHF | 99.97% | 99.97% |
18/11/2024 | 0.81% | 99.05 % | 99.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,286 CHF | 249,286 CHF | 99.98% | 99.98% |
15/11/2024 | 0.81% | 98.77 % | 99.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,923 CHF | 248,923 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.35 % | 99.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,371 CHF | 247,371 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.45 % | 99.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,628 CHF | 248,628 CHF | 99.81% | 99.81% |
12/11/2024 | 0.81% | 98.35 % | 99.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,756 CHF | 248,756 CHF | 100.00% | 100.00% |