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 | 0.91% | 87.53 % | 88.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,803 CHF | 221,803 CHF | 99.90% | 99.90% |
19/11/2024 | 0.91% | 88.10 % | 88.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,899 CHF | 221,899 CHF | 99.64% | 99.64% |
18/11/2024 | 0.89% | 89.16 % | 89.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,077 CHF | 225,077 CHF | 100.00% | 100.00% |
15/11/2024 | 0.89% | 89.51 % | 90.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,163 CHF | 226,163 CHF | 100.00% | 100.00% |
14/11/2024 | 0.90% | 89.30 % | 90.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,079 CHF | 224,079 CHF | 99.94% | 99.94% |
13/11/2024 | 0.90% | 87.96 % | 88.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,832 CHF | 223,832 CHF | 99.85% | 99.85% |
12/11/2024 | 0.88% | 89.63 % | 90.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,618 CHF | 227,618 CHF | 99.95% | 99.95% |
11/11/2024 | 0.88% | 90.68 % | 91.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,895 CHF | 227,895 CHF | 100.00% | 100.00% |
08/11/2024 | 0.89% | 89.51 % | 90.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,734 CHF | 226,734 CHF | 100.00% | 100.00% |
07/11/2024 | 0.87% | 91.44 % | 92.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,973 CHF | 230,973 CHF | 99.98% | 99.98% |