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 | 0.92% | 85.33 % | 86.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,679 CHF | 217,679 CHF | 99.96% | 99.96% |
19/11/2024 | 0.93% | 85.77 % | 86.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,255 CHF | 215,255 CHF | 99.94% | 99.94% |
18/11/2024 | 0.93% | 85.61 % | 86.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,496 CHF | 215,496 CHF | 100.00% | 100.00% |
15/11/2024 | 0.92% | 85.70 % | 86.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,848 CHF | 217,848 CHF | 93.24% | 93.24% |
14/11/2024 | 0.92% | 87.94 % | 88.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,131 CHF | 219,131 CHF | 99.98% | 99.98% |
13/11/2024 | 0.94% | 85.08 % | 85.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,262 CHF | 214,262 CHF | 99.95% | 99.95% |
12/11/2024 | 0.92% | 85.61 % | 86.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,282 CHF | 218,282 CHF | 99.95% | 99.95% |
11/11/2024 | 0.89% | 88.91 % | 89.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,101 CHF | 225,101 CHF | 100.00% | 100.00% |
08/11/2024 | 0.90% | 87.98 % | 88.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,067 CHF | 223,067 CHF | 99.95% | 99.95% |
07/11/2024 | 0.88% | 90.01 % | 90.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,979 CHF | 228,979 CHF | 99.83% | 99.83% |