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 | 0.92% | 86.48 % | 87.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,560 CHF | 218,560 CHF | 99.99% | 99.99% |
19/11/2024 | 0.93% | 85.83 % | 86.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,101 CHF | 215,101 CHF | 99.93% | 99.93% |
18/11/2024 | 0.93% | 85.28 % | 86.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,287 CHF | 215,287 CHF | 100.00% | 100.00% |
15/11/2024 | 0.90% | 85.58 % | 86.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,500 CHF | 222,500 CHF | 98.66% | 98.66% |
14/11/2024 | 0.87% | 91.61 % | 92.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,745 CHF | 230,745 CHF | 100.00% | 100.00% |
13/11/2024 | 0.88% | 91.45 % | 92.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,570 CHF | 229,570 CHF | 99.95% | 99.95% |
12/11/2024 | 0.87% | 91.89 % | 92.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,626 CHF | 231,626 CHF | 100.00% | 100.00% |
11/11/2024 | 0.87% | 91.41 % | 92.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,951 CHF | 230,951 CHF | 100.00% | 100.00% |
08/11/2024 | 0.88% | 90.73 % | 91.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,065 CHF | 228,065 CHF | 100.00% | 100.00% |
07/11/2024 | 0.89% | 90.42 % | 91.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,637 CHF | 226,637 CHF | 99.99% | 99.99% |