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 | 0.89% | 88.93 % | 89.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,815 CHF | 226,815 CHF | 99.92% | 99.92% |
19/11/2024 | 0.89% | 88.83 % | 89.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,264 CHF | 225,264 CHF | 98.26% | 98.26% |
18/11/2024 | 0.87% | 92.19 % | 92.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,022 CHF | 232,022 CHF | 99.96% | 99.96% |
15/11/2024 | 0.87% | 90.49 % | 91.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,606 CHF | 231,606 CHF | 99.91% | 99.91% |
14/11/2024 | 0.85% | 93.92 % | 94.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,897 CHF | 235,897 CHF | 99.85% | 99.85% |
13/11/2024 | 0.86% | 92.00 % | 92.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,559 CHF | 232,559 CHF | 99.64% | 99.64% |
12/11/2024 | 0.85% | 92.53 % | 93.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,922 CHF | 234,922 CHF | 99.98% | 99.98% |
11/11/2024 | 0.84% | 94.48 % | 95.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,370 CHF | 239,370 CHF | 99.91% | 99.91% |
08/11/2024 | 0.84% | 94.08 % | 94.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,361 CHF | 238,361 CHF | 99.78% | 99.78% |
07/11/2024 | 0.84% | 94.73 % | 95.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,770 CHF | 239,770 CHF | 99.94% | 99.94% |