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 | 0.90% | 86.53 % | 87.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,131 CHF | 222,131 CHF | 99.82% | 99.82% |
19/11/2024 | 0.90% | 88.20 % | 89.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,854 CHF | 222,854 CHF | 99.86% | 99.86% |
18/11/2024 | 0.90% | 88.35 % | 89.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,390 CHF | 222,390 CHF | 100.00% | 100.00% |
15/11/2024 | 0.90% | 87.43 % | 88.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,158 CHF | 222,158 CHF | 99.97% | 99.97% |
14/11/2024 | 0.91% | 89.04 % | 89.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,509 CHF | 221,509 CHF | 99.98% | 99.98% |
13/11/2024 | 0.89% | 87.70 % | 88.50 % | 235,000 | 250,000 | 236,498 | 250,000 | 210,582 CHF | 224,602 CHF | 99.98% | 99.98% |
12/11/2024 | 0.85% | 90.83 % | 91.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,355 CHF | 235,355 CHF | 99.74% | 99.74% |
11/11/2024 | 0.81% | 98.66 % | 99.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,713 CHF | 248,713 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.16 % | 98.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,456 CHF | 247,456 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.42 % | 99.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,435 CHF | 248,435 CHF | 99.91% | 99.91% |