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 | 0.85% | 92.58 % | 93.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,098 CHF | 235,098 CHF | 99.90% | 99.90% |
19/11/2024 | 0.86% | 92.53 % | 93.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,761 CHF | 233,761 CHF | 99.07% | 99.07% |
18/11/2024 | 0.85% | 94.29 % | 95.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,675 CHF | 237,675 CHF | 99.98% | 99.98% |
15/11/2024 | 0.84% | 93.58 % | 94.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,037 CHF | 238,037 CHF | 99.89% | 99.89% |
14/11/2024 | 0.83% | 95.97 % | 96.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,315 CHF | 241,315 CHF | 100.00% | 100.00% |
13/11/2024 | 0.84% | 94.92 % | 95.72 % | 225,000 | 250,000 | 228,117 | 250,000 | 216,809 CHF | 239,602 CHF | 99.86% | 99.86% |
12/11/2024 | 0.83% | 95.19 % | 95.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,685 CHF | 240,685 CHF | 99.98% | 99.98% |
11/11/2024 | 0.83% | 96.20 % | 97.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,358 CHF | 243,358 CHF | 100.00% | 100.00% |
08/11/2024 | 0.83% | 95.85 % | 96.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,329 CHF | 242,329 CHF | 99.69% | 99.69% |
07/11/2024 | 0.83% | 96.24 % | 97.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,212 CHF | 243,212 CHF | 99.89% | 99.89% |