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% | 87.73 % | 88.53 % | 150,000 | 150,000 | 150,000 | 150,000 | 131,977 CHF | 133,177 CHF | 99.97% | 99.97% |
19/11/2024 | 0.90% | 88.49 % | 89.29 % | 150,000 | 150,000 | 150,000 | 150,000 | 132,651 CHF | 133,851 CHF | 99.93% | 99.93% |
18/11/2024 | 0.88% | 90.06 % | 90.86 % | 150,000 | 150,000 | 150,000 | 150,000 | 135,653 CHF | 136,853 CHF | 99.99% | 99.99% |
15/11/2024 | 0.88% | 90.43 % | 91.23 % | 150,000 | 150,000 | 150,000 | 150,000 | 135,086 CHF | 136,286 CHF | 99.99% | 99.99% |
14/11/2024 | 0.90% | 89.45 % | 90.25 % | 150,000 | 150,000 | 150,000 | 150,000 | 132,798 CHF | 133,998 CHF | 99.91% | 99.91% |
13/11/2024 | 0.92% | 87.18 % | 87.98 % | 150,000 | 150,000 | 150,000 | 150,000 | 130,149 CHF | 131,349 CHF | 99.83% | 99.83% |
12/11/2024 | 0.92% | 85.81 % | 86.61 % | 150,000 | 150,000 | 150,000 | 150,000 | 129,661 CHF | 130,861 CHF | 99.93% | 99.93% |
11/11/2024 | 0.90% | 88.62 % | 89.42 % | 150,000 | 150,000 | 150,000 | 150,000 | 132,947 CHF | 134,147 CHF | 100.00% | 100.00% |
08/11/2024 | 0.89% | 87.85 % | 88.65 % | 150,000 | 150,000 | 150,000 | 150,000 | 133,845 CHF | 135,045 CHF | 99.90% | 99.90% |
07/11/2024 | 0.86% | 92.93 % | 93.73 % | 150,000 | 150,000 | 150,000 | 150,000 | 139,211 CHF | 140,411 CHF | 99.94% | 99.94% |