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 | 0.83% | 95.76 % | 96.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,373 CHF | 242,373 CHF | 100.00% | 100.00% |
19/11/2024 | 0.83% | 95.90 % | 96.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,373 CHF | 241,373 CHF | 99.95% | 99.95% |
18/11/2024 | 0.82% | 96.35 % | 97.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,473 CHF | 243,473 CHF | 100.00% | 100.00% |
15/11/2024 | 0.82% | 97.19 % | 97.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,112 CHF | 245,112 CHF | 100.00% | 100.00% |
14/11/2024 | 0.82% | 97.16 % | 97.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,436 CHF | 243,436 CHF | 99.99% | 99.99% |
13/11/2024 | 0.83% | 96.06 % | 96.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,103 CHF | 242,103 CHF | 99.77% | 99.77% |
12/11/2024 | 0.83% | 95.99 % | 96.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,995 CHF | 242,995 CHF | 100.00% | 100.00% |
11/11/2024 | 0.82% | 96.82 % | 97.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,077 CHF | 245,077 CHF | 100.00% | 100.00% |
08/11/2024 | 0.82% | 96.96 % | 97.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,093 CHF | 245,093 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 97.96 % | 98.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,437 CHF | 247,437 CHF | 100.00% | 100.00% |