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 | 0.86% | 92.89 % | 93.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,789 CHF | 234,789 CHF | 99.86% | 99.86% |
19/11/2024 | 0.85% | 93.55 % | 94.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,592 CHF | 235,592 CHF | 99.60% | 99.60% |
18/11/2024 | 0.84% | 94.60 % | 95.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,099 CHF | 239,099 CHF | 100.00% | 100.00% |
15/11/2024 | 0.85% | 94.30 % | 95.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,316 CHF | 237,316 CHF | 99.98% | 99.98% |
14/11/2024 | 0.86% | 93.84 % | 94.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,666 CHF | 234,666 CHF | 99.97% | 99.97% |
13/11/2024 | 0.87% | 92.10 % | 92.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,227 CHF | 231,227 CHF | 99.76% | 99.76% |
12/11/2024 | 0.87% | 90.77 % | 91.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,051 CHF | 231,051 CHF | 99.94% | 99.94% |
11/11/2024 | 0.85% | 93.27 % | 94.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,591 CHF | 235,591 CHF | 100.00% | 100.00% |
08/11/2024 | 0.85% | 92.89 % | 93.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,682 CHF | 236,682 CHF | 99.97% | 99.97% |
07/11/2024 | 0.83% | 96.41 % | 97.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,562 CHF | 242,562 CHF | 99.99% | 99.99% |