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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.85% | 93.15 % | 93.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,934 CHF | 234,934 CHF | 99.64% | 99.64% |
22/11/2024 | 0.86% | 93.05 % | 93.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,264 CHF | 234,264 CHF | 99.93% | 99.93% |
20/11/2024 | 0.86% | 92.27 % | 93.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,875 CHF | 233,875 CHF | 100.00% | 100.00% |
19/11/2024 | 0.86% | 92.37 % | 93.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,462 CHF | 232,462 CHF | 99.99% | 99.99% |
18/11/2024 | 0.86% | 92.30 % | 93.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,832 CHF | 232,832 CHF | 100.00% | 100.00% |
15/11/2024 | 0.86% | 92.14 % | 92.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,236 CHF | 233,236 CHF | 99.94% | 99.94% |
14/11/2024 | 0.86% | 93.20 % | 94.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,882 CHF | 233,882 CHF | 100.00% | 100.00% |
13/11/2024 | 0.87% | 92.19 % | 92.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,968 CHF | 231,968 CHF | 100.00% | 100.00% |
12/11/2024 | 0.86% | 91.99 % | 92.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,994 CHF | 232,994 CHF | 100.00% | 100.00% |
11/11/2024 | 0.85% | 93.12 % | 93.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,309 CHF | 235,309 CHF | 100.00% | 100.00% |