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 | 0.86% | 92.28 % | 93.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,873 CHF | 233,873 CHF | 100.00% | 100.00% |
19/11/2024 | 0.86% | 92.44 % | 93.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,380 CHF | 233,380 CHF | 99.88% | 99.88% |
18/11/2024 | 0.85% | 93.08 % | 93.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,249 CHF | 235,249 CHF | 100.00% | 100.00% |
15/11/2024 | 0.85% | 93.63 % | 94.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,770 CHF | 236,770 CHF | 99.98% | 99.98% |
14/11/2024 | 0.84% | 95.25 % | 96.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,568 CHF | 239,568 CHF | 100.00% | 100.00% |
13/11/2024 | 0.83% | 95.34 % | 96.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,830 CHF | 240,830 CHF | 99.76% | 99.76% |
12/11/2024 | 0.83% | 95.29 % | 96.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,547 CHF | 240,547 CHF | 99.99% | 99.99% |
11/11/2024 | 0.83% | 95.96 % | 96.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,814 CHF | 241,814 CHF | 100.00% | 100.00% |
08/11/2024 | 0.84% | 95.24 % | 96.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,514 CHF | 240,514 CHF | 99.99% | 99.99% |
07/11/2024 | 0.83% | 95.85 % | 96.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,383 CHF | 241,383 CHF | 100.00% | 100.00% |