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 | 0.91% | 86.71 % | 87.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,762 CHF | 219,762 CHF | 100.00% | 100.00% |
19/11/2024 | 0.91% | 86.84 % | 87.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,599 CHF | 219,599 CHF | 99.75% | 99.75% |
18/11/2024 | 0.90% | 88.25 % | 89.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,638 CHF | 222,638 CHF | 100.00% | 100.00% |
15/11/2024 | 0.90% | 88.08 % | 88.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,370 CHF | 223,370 CHF | 100.00% | 100.00% |
14/11/2024 | 0.89% | 89.65 % | 90.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,240 CHF | 225,240 CHF | 99.96% | 99.96% |
13/11/2024 | 0.89% | 88.91 % | 89.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,668 CHF | 224,668 CHF | 99.69% | 99.69% |
12/11/2024 | 0.89% | 89.06 % | 89.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,322 CHF | 225,322 CHF | 100.00% | 100.00% |
11/11/2024 | 0.88% | 90.21 % | 91.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,997 CHF | 227,997 CHF | 100.00% | 100.00% |
08/11/2024 | 0.88% | 89.86 % | 90.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,178 CHF | 227,178 CHF | 99.91% | 99.91% |
07/11/2024 | 0.88% | 90.54 % | 91.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,629 CHF | 228,629 CHF | 100.00% | 100.00% |