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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/11/2024 | 0.98% | 80.36 % | 81.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 203,029 CHF | 205,028 CHF | 99.85% | 99.85% |
12/11/2024 | 0.94% | 83.11 % | 83.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,225 CHF | 214,225 CHF | 100.00% | 100.00% |
11/11/2024 | 0.95% | 84.83 % | 85.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,433 CHF | 212,433 CHF | 100.00% | 100.00% |
08/11/2024 | 0.96% | 83.04 % | 83.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,417 CHF | 210,417 CHF | 99.77% | 99.77% |
07/11/2024 | 0.91% | 87.10 % | 87.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,883 CHF | 219,883 CHF | 96.86% | 96.86% |
06/11/2024 | 0.94% | 84.02 % | 84.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,467 CHF | 213,467 CHF | 97.51% | 97.51% |
05/11/2024 | 0.89% | 89.79 % | 90.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,456 CHF | 226,456 CHF | 100.00% | 100.00% |
04/11/2024 | 0.88% | 89.69 % | 90.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,290 CHF | 228,290 CHF | 100.00% | 100.00% |
01/11/2024 | 0.88% | 90.30 % | 91.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,159 CHF | 227,159 CHF | 100.00% | 100.00% |
31/10/2024 | 0.89% | 89.05 % | 89.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,700 CHF | 226,700 CHF | 100.00% | 100.00% |