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 | 0.88% | 89.98 % | 90.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,386 CHF | 228,386 CHF | 99.76% | 99.76% |
19/11/2024 | 0.88% | 90.12 % | 90.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,144 CHF | 228,144 CHF | 99.74% | 99.74% |
18/11/2024 | 0.86% | 92.71 % | 93.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,062 CHF | 233,062 CHF | 99.95% | 99.95% |
15/11/2024 | 0.86% | 91.37 % | 92.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,682 CHF | 232,682 CHF | 99.97% | 99.97% |
14/11/2024 | 0.86% | 93.43 % | 94.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,435 CHF | 234,435 CHF | 99.97% | 99.97% |
13/11/2024 | 0.87% | 91.91 % | 92.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,597 CHF | 231,597 CHF | 99.61% | 99.61% |
12/11/2024 | 0.86% | 91.64 % | 92.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,125 CHF | 233,125 CHF | 99.91% | 99.91% |
11/11/2024 | 0.85% | 93.77 % | 94.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,365 CHF | 237,365 CHF | 100.00% | 100.00% |
08/11/2024 | 0.85% | 93.33 % | 94.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,421 CHF | 236,421 CHF | 99.99% | 99.99% |
07/11/2024 | 0.82% | 96.57 % | 97.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,290 CHF | 244,290 CHF | 99.92% | 99.92% |