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 | 0.90% | 88.05 % | 88.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,839 CHF | 223,839 CHF | 100.00% | 100.00% |
19/11/2024 | 0.90% | 88.30 % | 89.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,416 CHF | 224,416 CHF | 99.70% | 99.70% |
18/11/2024 | 0.89% | 90.02 % | 90.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,751 CHF | 225,751 CHF | 100.00% | 100.00% |
15/11/2024 | 0.90% | 88.86 % | 89.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,899 CHF | 223,899 CHF | 99.98% | 99.98% |
14/11/2024 | 0.91% | 87.54 % | 88.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,822 CHF | 219,822 CHF | 99.75% | 99.75% |
13/11/2024 | 0.96% | 83.48 % | 84.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,094 CHF | 210,094 CHF | 99.73% | 99.73% |
12/11/2024 | 0.95% | 82.65 % | 83.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,438 CHF | 212,438 CHF | 99.97% | 99.97% |
11/11/2024 | 0.93% | 85.10 % | 85.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,599 CHF | 216,599 CHF | 100.00% | 100.00% |
08/11/2024 | 0.92% | 85.02 % | 85.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,709 CHF | 218,709 CHF | 99.91% | 99.91% |
07/11/2024 | 0.90% | 88.51 % | 89.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,350 CHF | 224,350 CHF | 99.90% | 99.90% |