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% | 81.44 % | 82.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,908 CHF | 213,908 CHF | 86.87% | 86.87% |
19/11/2024 | 0.91% | 85.97 % | 86.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,890 CHF | 220,890 CHF | 99.83% | 99.83% |
18/11/2024 | 0.89% | 86.80 % | 87.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,797 CHF | 226,797 CHF | 99.55% | 99.55% |
15/11/2024 | 0.88% | 90.68 % | 91.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,374 CHF | 229,374 CHF | 99.99% | 99.99% |
14/11/2024 | 0.88% | 90.78 % | 91.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,261 CHF | 229,261 CHF | 99.90% | 99.90% |
13/11/2024 | 0.88% | 90.72 % | 91.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,270 CHF | 229,270 CHF | 99.99% | 99.99% |
12/11/2024 | 0.88% | 90.85 % | 91.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,428 CHF | 228,428 CHF | 100.00% | 100.00% |
11/11/2024 | 0.88% | 90.99 % | 91.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,632 CHF | 228,632 CHF | 99.63% | 99.63% |
08/11/2024 | 0.89% | 89.96 % | 90.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,197 CHF | 225,197 CHF | 99.87% | 99.87% |
07/11/2024 | 0.89% | 89.35 % | 90.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,610 CHF | 224,610 CHF | 99.84% | 99.84% |