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 | 0.93% | 85.41 % | 86.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,554 CHF | 216,554 CHF | 99.93% | 99.93% |
19/11/2024 | 0.93% | 85.43 % | 86.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,993 CHF | 215,993 CHF | 99.78% | 99.78% |
18/11/2024 | 0.91% | 87.73 % | 88.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,557 CHF | 221,557 CHF | 100.00% | 100.00% |
15/11/2024 | 0.91% | 87.00 % | 87.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,834 CHF | 220,834 CHF | 99.97% | 99.97% |
14/11/2024 | 0.91% | 88.14 % | 88.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,891 CHF | 221,891 CHF | 99.94% | 99.94% |
13/11/2024 | 0.91% | 87.15 % | 87.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,821 CHF | 220,821 CHF | 99.82% | 99.82% |
12/11/2024 | 0.91% | 87.45 % | 88.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,640 CHF | 221,640 CHF | 100.00% | 100.00% |
11/11/2024 | 0.89% | 89.31 % | 90.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,092 CHF | 226,092 CHF | 100.00% | 100.00% |
08/11/2024 | 0.89% | 89.78 % | 90.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,387 CHF | 226,387 CHF | 99.89% | 99.89% |
07/11/2024 | 0.89% | 89.98 % | 90.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,687 CHF | 226,687 CHF | 99.93% | 99.93% |