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 | 0.98% | 80.69 % | 81.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 203,519 CHF | 205,519 CHF | 99.88% | 99.88% |
19/11/2024 | 0.98% | 81.60 % | 82.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,766 CHF | 204,766 CHF | 100.00% | 100.00% |
18/11/2024 | 0.96% | 82.37 % | 83.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,107 CHF | 209,107 CHF | 100.00% | 100.00% |
15/11/2024 | 0.94% | 84.19 % | 84.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,040 CHF | 213,040 CHF | 100.00% | 100.00% |
14/11/2024 | 0.96% | 84.47 % | 85.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,456 CHF | 209,456 CHF | 99.98% | 99.98% |
13/11/2024 | 0.97% | 81.97 % | 82.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,601 CHF | 207,601 CHF | 99.98% | 99.98% |
12/11/2024 | 0.96% | 82.06 % | 82.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,942 CHF | 209,942 CHF | 100.00% | 100.00% |
11/11/2024 | 0.92% | 85.62 % | 86.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,266 CHF | 219,266 CHF | 100.00% | 100.00% |
08/11/2024 | 0.91% | 86.10 % | 86.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,806 CHF | 219,806 CHF | 99.97% | 99.97% |
07/11/2024 | 0.86% | 91.26 % | 92.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,888 CHF | 232,888 CHF | 100.00% | 100.00% |