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 | 0.90% | 88.15 % | 88.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,939 CHF | 223,939 CHF | 99.82% | 99.82% |
19/11/2024 | 0.90% | 88.18 % | 88.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,823 CHF | 223,823 CHF | 99.80% | 99.80% |
18/11/2024 | 0.87% | 91.70 % | 92.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,346 CHF | 230,346 CHF | 99.96% | 99.96% |
15/11/2024 | 0.87% | 89.95 % | 90.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,682 CHF | 229,682 CHF | 99.98% | 99.98% |
14/11/2024 | 0.86% | 92.74 % | 93.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,590 CHF | 232,590 CHF | 99.98% | 99.98% |
13/11/2024 | 0.88% | 90.80 % | 91.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,230 CHF | 229,230 CHF | 99.92% | 99.92% |
12/11/2024 | 0.87% | 91.03 % | 91.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,134 CHF | 231,134 CHF | 99.98% | 99.98% |
11/11/2024 | 0.85% | 93.10 % | 93.90 % | 249,000 | 250,000 | 249,953 | 250,000 | 233,745 CHF | 235,789 CHF | 100.00% | 100.00% |
08/11/2024 | 0.86% | 92.83 % | 93.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,907 CHF | 234,907 CHF | 99.65% | 99.65% |
07/11/2024 | 0.83% | 95.17 % | 95.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,013 CHF | 241,013 CHF | 99.98% | 99.98% |