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 | 0.93% | 84.71 % | 85.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,888 CHF | 215,888 CHF | 99.85% | 99.85% |
19/11/2024 | 0.93% | 84.89 % | 85.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,990 CHF | 215,990 CHF | 98.07% | 98.07% |
18/11/2024 | 0.89% | 89.79 % | 90.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,464 CHF | 225,464 CHF | 97.55% | 97.55% |
15/11/2024 | 0.89% | 87.86 % | 88.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,182 CHF | 225,182 CHF | 99.88% | 99.88% |
14/11/2024 | 0.88% | 91.48 % | 92.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,792 CHF | 228,792 CHF | 99.96% | 99.96% |
13/11/2024 | 0.89% | 88.77 % | 89.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,522 CHF | 224,522 CHF | 99.72% | 99.72% |
12/11/2024 | 0.88% | 89.37 % | 90.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,451 CHF | 227,451 CHF | 99.93% | 99.93% |
11/11/2024 | 0.86% | 92.06 % | 92.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,925 CHF | 233,925 CHF | 99.99% | 99.99% |
08/11/2024 | 0.86% | 92.01 % | 92.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,088 CHF | 233,088 CHF | 99.66% | 99.66% |
07/11/2024 | 0.85% | 92.92 % | 93.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,494 CHF | 235,494 CHF | 99.99% | 99.99% |