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 | 0.85% | 92.89 % | 93.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,107 CHF | 236,107 CHF | 99.95% | 99.95% |
19/11/2024 | 0.86% | 92.89 % | 93.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,185 CHF | 233,185 CHF | 99.49% | 99.49% |
18/11/2024 | 0.86% | 92.92 % | 93.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,552 CHF | 234,552 CHF | 98.71% | 98.71% |
15/11/2024 | 0.86% | 92.13 % | 92.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,810 CHF | 232,810 CHF | 99.99% | 99.99% |
14/11/2024 | 0.90% | 91.39 % | 92.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,050 CHF | 224,050 CHF | 99.96% | 99.96% |
13/11/2024 | 0.92% | 85.41 % | 86.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,444 CHF | 218,444 CHF | 100.00% | 100.00% |
12/11/2024 | 0.87% | 89.22 % | 90.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,558 CHF | 231,558 CHF | 99.98% | 99.98% |
11/11/2024 | 0.88% | 91.42 % | 92.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,155 CHF | 228,155 CHF | 99.99% | 99.99% |
08/11/2024 | 0.89% | 88.89 % | 89.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,046 CHF | 225,046 CHF | 98.45% | 98.45% |
07/11/2024 | 0.85% | 93.49 % | 94.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,046 CHF | 236,046 CHF | 97.78% | 97.78% |