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 | 0.92% | 86.44 % | 87.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,088 CHF | 218,088 CHF | 100.00% | 100.00% |
19/11/2024 | 0.92% | 86.43 % | 87.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,203 CHF | 218,203 CHF | 100.00% | 100.00% |
18/11/2024 | 0.92% | 86.54 % | 87.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,220 CHF | 218,220 CHF | 100.00% | 100.00% |
15/11/2024 | 0.92% | 86.45 % | 87.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,380 CHF | 218,380 CHF | 100.00% | 100.00% |
14/11/2024 | 0.92% | 86.55 % | 87.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,202 CHF | 218,202 CHF | 100.00% | 100.00% |
13/11/2024 | 0.92% | 86.39 % | 87.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,970 CHF | 217,970 CHF | 100.00% | 100.00% |
12/11/2024 | 0.92% | 86.44 % | 87.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,102 CHF | 218,102 CHF | 100.00% | 100.00% |
11/11/2024 | 0.92% | 86.47 % | 87.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,205 CHF | 218,205 CHF | 100.00% | 100.00% |
08/11/2024 | 0.92% | 86.40 % | 87.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,033 CHF | 218,033 CHF | 100.00% | 100.00% |
07/11/2024 | 0.92% | 86.44 % | 87.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,135 CHF | 218,135 CHF | 100.00% | 100.00% |