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 | 0.94% | 83.33 % | 84.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,495 CHF | 213,495 CHF | 99.99% | 99.99% |
19/11/2024 | 0.95% | 85.27 % | 86.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,840 CHF | 210,840 CHF | 99.61% | 99.61% |
18/11/2024 | 0.93% | 85.75 % | 86.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,719 CHF | 216,719 CHF | 100.00% | 100.00% |
15/11/2024 | 0.92% | 86.39 % | 87.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,105 CHF | 219,105 CHF | 100.00% | 100.00% |
14/11/2024 | 0.95% | 85.00 % | 85.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,330 CHF | 212,330 CHF | 98.65% | 98.65% |
13/11/2024 | 0.93% | 85.22 % | 86.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,404 CHF | 216,404 CHF | 99.93% | 99.93% |
12/11/2024 | 0.90% | 87.55 % | 88.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,551 CHF | 222,551 CHF | 20.81% | 20.81% |
11/11/2024 | 0.85% | 93.64 % | 94.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,262 CHF | 237,262 CHF | 100.00% | 100.00% |
08/11/2024 | 0.85% | 92.55 % | 93.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,109 CHF | 235,109 CHF | 100.00% | 100.00% |
07/11/2024 | 0.84% | 95.02 % | 95.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,111 CHF | 240,111 CHF | 99.97% | 99.97% |