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 | 0.86% | 91.63 % | 92.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,399 CHF | 232,399 CHF | 99.92% | 99.92% |
19/11/2024 | 0.86% | 91.81 % | 92.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,253 CHF | 232,253 CHF | 99.81% | 99.81% |
18/11/2024 | 0.85% | 94.05 % | 94.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,601 CHF | 236,601 CHF | 99.92% | 99.92% |
15/11/2024 | 0.85% | 93.04 % | 93.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,328 CHF | 236,328 CHF | 99.97% | 99.97% |
14/11/2024 | 0.83% | 96.29 % | 97.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,998 CHF | 241,998 CHF | 99.94% | 99.94% |
13/11/2024 | 0.84% | 95.17 % | 95.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,013 CHF | 240,013 CHF | 99.74% | 99.74% |
12/11/2024 | 0.83% | 95.18 % | 95.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,941 CHF | 240,941 CHF | 99.97% | 99.97% |
11/11/2024 | 0.82% | 96.50 % | 97.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,976 CHF | 243,976 CHF | 100.00% | 100.00% |
08/11/2024 | 0.83% | 96.23 % | 97.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,147 CHF | 243,147 CHF | 99.92% | 99.92% |
07/11/2024 | 0.82% | 96.54 % | 97.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,059 CHF | 244,059 CHF | 99.93% | 99.93% |