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 | 0.85% | 93.75 % | 94.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,441 CHF | 237,441 CHF | 99.89% | 99.89% |
19/11/2024 | 0.85% | 93.82 % | 94.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,337 CHF | 237,337 CHF | 99.51% | 99.51% |
18/11/2024 | 0.83% | 95.84 % | 96.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,109 CHF | 241,109 CHF | 99.96% | 99.96% |
15/11/2024 | 0.83% | 94.92 % | 95.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,762 CHF | 240,762 CHF | 100.00% | 100.00% |
14/11/2024 | 0.83% | 96.38 % | 97.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,005 CHF | 242,005 CHF | 99.90% | 99.90% |
13/11/2024 | 0.84% | 95.17 % | 95.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,228 CHF | 240,228 CHF | 99.62% | 99.62% |
12/11/2024 | 0.83% | 95.48 % | 96.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,601 CHF | 241,601 CHF | 100.00% | 100.00% |
11/11/2024 | 0.82% | 96.64 % | 97.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,257 CHF | 244,257 CHF | 100.00% | 100.00% |
08/11/2024 | 0.82% | 96.37 % | 97.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,535 CHF | 243,535 CHF | 99.86% | 99.86% |
07/11/2024 | 0.82% | 96.83 % | 97.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,716 CHF | 244,716 CHF | 99.97% | 99.97% |