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 | 0.97% | 81.51 % | 82.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,230 CHF | 206,230 CHF | 100.00% | 100.00% |
19/11/2024 | 0.97% | 82.27 % | 83.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,748 CHF | 207,748 CHF | 99.77% | 99.77% |
18/11/2024 | 0.95% | 83.87 % | 84.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,516 CHF | 212,516 CHF | 99.98% | 99.98% |
15/11/2024 | 0.95% | 84.02 % | 84.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,150 CHF | 211,150 CHF | 99.94% | 99.94% |
14/11/2024 | 0.97% | 82.91 % | 83.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,221 CHF | 207,221 CHF | 99.97% | 99.97% |
13/11/2024 | 0.99% | 81.03 % | 81.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,568 CHF | 203,568 CHF | 99.99% | 99.99% |
12/11/2024 | 0.99% | 79.90 % | 80.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,366 CHF | 203,366 CHF | 100.00% | 100.00% |
11/11/2024 | 0.96% | 82.54 % | 83.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,363 CHF | 208,363 CHF | 100.00% | 100.00% |
08/11/2024 | 0.96% | 81.77 % | 82.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,624 CHF | 209,624 CHF | 99.91% | 99.91% |
07/11/2024 | 0.91% | 87.34 % | 88.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,811 CHF | 219,811 CHF | 100.00% | 100.00% |