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% | 85.08 % | 85.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,555 CHF | 216,555 CHF | 99.84% | 99.84% |
19/11/2024 | 0.93% | 85.27 % | 86.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,905 CHF | 216,905 CHF | 99.39% | 99.39% |
18/11/2024 | 0.89% | 89.88 % | 90.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,920 CHF | 225,920 CHF | 100.00% | 100.00% |
15/11/2024 | 0.89% | 88.03 % | 88.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,140 CHF | 225,140 CHF | 100.00% | 100.00% |
14/11/2024 | 0.88% | 91.00 % | 91.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,725 CHF | 227,725 CHF | 99.94% | 99.94% |
13/11/2024 | 0.90% | 88.60 % | 89.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,738 CHF | 223,738 CHF | 99.82% | 99.82% |
12/11/2024 | 0.89% | 89.02 % | 89.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,406 CHF | 226,406 CHF | 99.85% | 99.85% |
11/11/2024 | 0.86% | 91.80 % | 92.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,022 CHF | 233,022 CHF | 100.00% | 100.00% |
08/11/2024 | 0.86% | 91.74 % | 92.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,400 CHF | 232,400 CHF | 99.80% | 99.80% |
07/11/2024 | 0.86% | 92.49 % | 93.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,674 CHF | 234,674 CHF | 99.90% | 99.90% |