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% | 86.95 % | 87.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,394 CHF | 214,394 CHF | 99.89% | 99.89% |
19/11/2024 | 0.91% | 86.52 % | 87.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,230 CHF | 220,230 CHF | 90.98% | 90.98% |
18/11/2024 | 0.95% | 83.62 % | 84.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,426 CHF | 211,426 CHF | 99.91% | 99.91% |
15/11/2024 | 0.96% | 83.36 % | 84.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,168 CHF | 209,168 CHF | 100.00% | 100.00% |
14/11/2024 | 0.96% | 82.32 % | 83.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,993 CHF | 208,993 CHF | 99.91% | 99.91% |
13/11/2024 | 0.92% | 87.12 % | 87.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,325 CHF | 218,325 CHF | 99.69% | 99.69% |
12/11/2024 | 0.96% | 86.16 % | 86.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,476 CHF | 208,476 CHF | 99.92% | 99.92% |
11/11/2024 | 1.00% | 79.55 % | 80.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,495 CHF | 200,489 CHF | 99.99% | 99.99% |
08/11/2024 | 0.96% | 83.32 % | 84.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,172 CHF | 209,172 CHF | 99.69% | 99.69% |
07/11/2024 | 0.98% | 80.59 % | 81.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,131 CHF | 206,131 CHF | 99.85% | 99.85% |