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% | 88.67 % | 89.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,620 CHF | 225,620 CHF | 99.85% | 99.85% |
19/11/2024 | 0.89% | 88.61 % | 89.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,559 CHF | 224,559 CHF | 99.48% | 99.48% |
18/11/2024 | 0.87% | 91.71 % | 92.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,990 CHF | 230,990 CHF | 99.97% | 99.97% |
15/11/2024 | 0.87% | 90.78 % | 91.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,825 CHF | 231,825 CHF | 99.95% | 99.95% |
14/11/2024 | 0.85% | 93.79 % | 94.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,492 CHF | 235,492 CHF | 99.94% | 99.94% |
13/11/2024 | 0.85% | 93.29 % | 94.09 % | 205,000 | 250,000 | 218,578 | 250,000 | 204,343 CHF | 235,672 CHF | 99.62% | 99.62% |
12/11/2024 | 0.85% | 93.65 % | 94.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,490 CHF | 237,490 CHF | 99.96% | 99.96% |
11/11/2024 | 0.83% | 95.36 % | 96.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,527 CHF | 241,527 CHF | 100.00% | 100.00% |
08/11/2024 | 0.84% | 95.00 % | 95.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,338 CHF | 240,338 CHF | 99.86% | 99.86% |
07/11/2024 | 0.83% | 95.43 % | 96.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,583 CHF | 241,583 CHF | 99.94% | 99.94% |