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 | 0.87% | 91.02 % | 91.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,933 CHF | 229,933 CHF | 99.98% | 99.98% |
19/11/2024 | 0.87% | 91.82 % | 92.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,550 CHF | 231,550 CHF | 99.61% | 99.61% |
18/11/2024 | 0.85% | 93.34 % | 94.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,173 CHF | 236,173 CHF | 100.00% | 100.00% |
15/11/2024 | 0.85% | 93.60 % | 94.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,115 CHF | 235,115 CHF | 99.95% | 99.95% |
14/11/2024 | 0.87% | 92.46 % | 93.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,914 CHF | 230,914 CHF | 100.00% | 100.00% |
13/11/2024 | 0.89% | 90.31 % | 91.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,510 CHF | 226,510 CHF | 99.98% | 99.98% |
12/11/2024 | 0.89% | 88.83 % | 89.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,641 CHF | 225,641 CHF | 99.94% | 99.94% |
11/11/2024 | 0.87% | 91.47 % | 92.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,792 CHF | 230,792 CHF | 100.00% | 100.00% |
08/11/2024 | 0.86% | 90.99 % | 91.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,588 CHF | 232,588 CHF | 99.98% | 99.98% |
07/11/2024 | 0.83% | 95.70 % | 96.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,794 CHF | 240,794 CHF | 99.99% | 99.99% |