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 | 0.84% | 94.38 % | 95.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,978 CHF | 237,978 CHF | 100.00% | 100.00% |
19/11/2024 | 0.87% | 92.16 % | 92.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,942 CHF | 231,942 CHF | 99.86% | 99.86% |
18/11/2024 | 0.87% | 91.69 % | 92.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,267 CHF | 231,267 CHF | 100.00% | 100.00% |
15/11/2024 | 0.85% | 91.78 % | 92.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,366 CHF | 235,366 CHF | 100.00% | 100.00% |
14/11/2024 | 0.84% | 94.73 % | 95.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,592 CHF | 239,592 CHF | 100.00% | 100.00% |
13/11/2024 | 0.83% | 95.86 % | 96.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,697 CHF | 240,697 CHF | 100.00% | 100.00% |
12/11/2024 | 0.83% | 96.49 % | 97.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,255 CHF | 243,255 CHF | 99.99% | 99.99% |
11/11/2024 | 0.85% | 93.71 % | 94.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,726 CHF | 236,726 CHF | 100.00% | 100.00% |
08/11/2024 | 0.86% | 91.71 % | 92.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,577 CHF | 233,577 CHF | 100.00% | 100.00% |
07/11/2024 | 0.84% | 94.07 % | 94.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,918 CHF | 238,918 CHF | 100.00% | 100.00% |