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 | 0.94% | 84.75 % | 85.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,225 CHF | 213,225 CHF | 100.00% | 100.00% |
19/11/2024 | 0.95% | 84.00 % | 84.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,188 CHF | 211,188 CHF | 99.94% | 99.94% |
18/11/2024 | 0.95% | 84.31 % | 85.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,225 CHF | 212,225 CHF | 100.00% | 100.00% |
15/11/2024 | 0.93% | 84.82 % | 85.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,683 CHF | 216,683 CHF | 100.00% | 100.00% |
14/11/2024 | 0.93% | 86.07 % | 86.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,710 CHF | 216,710 CHF | 99.98% | 99.98% |
13/11/2024 | 0.91% | 87.13 % | 87.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,040 CHF | 221,040 CHF | 100.00% | 100.00% |
12/11/2024 | 0.90% | 88.59 % | 89.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,217 CHF | 224,217 CHF | 99.99% | 99.99% |
11/11/2024 | 0.88% | 89.89 % | 90.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,203 CHF | 228,203 CHF | 100.00% | 100.00% |
08/11/2024 | 0.87% | 90.26 % | 91.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,997 CHF | 229,997 CHF | 99.88% | 99.88% |
07/11/2024 | 0.85% | 92.74 % | 93.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,047 CHF | 237,047 CHF | 99.14% | 99.14% |