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 | 0.85% | 93.25 % | 94.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,179 CHF | 235,179 CHF | 99.99% | 99.99% |
19/11/2024 | 0.85% | 93.73 % | 94.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,088 CHF | 236,088 CHF | 99.82% | 99.82% |
18/11/2024 | 0.84% | 94.59 % | 95.39 % | 225,000 | 250,000 | 239,730 | 250,000 | 227,404 CHF | 239,123 CHF | 100.00% | 100.00% |
15/11/2024 | 0.84% | 94.77 % | 95.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,654 CHF | 238,654 CHF | 99.93% | 99.93% |
14/11/2024 | 0.85% | 94.05 % | 94.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,261 CHF | 235,261 CHF | 100.00% | 100.00% |
13/11/2024 | 0.87% | 92.24 % | 93.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,353 CHF | 231,353 CHF | 99.77% | 99.77% |
12/11/2024 | 0.87% | 90.56 % | 91.36 % | 199,000 | 250,000 | 233,212 | 250,000 | 212,632 CHF | 229,918 CHF | 90.11% | 99.94% |
11/11/2024 | 0.85% | 93.36 % | 94.05 % | 250,000 | 250,000 | 245,091 | 250,000 | 228,414 CHF | 234,986 CHF | 37.95% | 100.00% |
08/11/2024 | 0.85% | 92.93 % | 93.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,033 CHF | 237,033 CHF | 99.94% | 99.94% |
07/11/2024 | 0.83% | 96.59 % | 97.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,114 CHF | 243,114 CHF | 100.00% | 100.00% |