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 | 0.89% | 89.61 % | 90.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,686 CHF | 226,686 CHF | 100.00% | 100.00% |
19/11/2024 | 0.89% | 89.49 % | 90.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,435 CHF | 226,435 CHF | 99.78% | 99.78% |
18/11/2024 | 0.88% | 90.71 % | 91.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,539 CHF | 228,539 CHF | 100.00% | 100.00% |
15/11/2024 | 0.88% | 90.32 % | 91.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,724 CHF | 228,724 CHF | 100.00% | 100.00% |
14/11/2024 | 0.88% | 91.19 % | 91.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,488 CHF | 229,488 CHF | 99.98% | 99.98% |
13/11/2024 | 0.88% | 90.83 % | 91.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,919 CHF | 228,919 CHF | 100.00% | 100.00% |
12/11/2024 | 0.88% | 90.49 % | 91.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,232 CHF | 229,232 CHF | 99.99% | 99.99% |
11/11/2024 | 0.87% | 91.54 % | 92.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,972 CHF | 230,972 CHF | 100.00% | 100.00% |
08/11/2024 | 0.87% | 91.00 % | 91.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,130 CHF | 230,130 CHF | 99.80% | 99.80% |
07/11/2024 | 0.87% | 91.62 % | 92.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,384 CHF | 231,384 CHF | 99.98% | 99.98% |