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 | 0.58% | 86.21 % | 86.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,465 CHF | 217,715 CHF | 100.00% | 100.00% |
19/11/2024 | 0.57% | 87.17 % | 87.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,164 CHF | 218,414 CHF | 89.36% | 89.36% |
18/11/2024 | 0.57% | 87.18 % | 87.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,355 CHF | 218,605 CHF | 99.67% | 99.67% |
15/11/2024 | 0.58% | 86.53 % | 87.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,422 CHF | 217,672 CHF | 100.00% | 100.00% |
14/11/2024 | 0.58% | 87.57 % | 88.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,331 CHF | 217,581 CHF | 100.00% | 100.00% |
13/11/2024 | 0.59% | 85.23 % | 85.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,006 CHF | 213,256 CHF | 100.00% | 100.00% |
12/11/2024 | 0.58% | 84.63 % | 85.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,132 CHF | 214,382 CHF | 98.72% | 98.72% |
11/11/2024 | 0.58% | 85.86 % | 86.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,889 CHF | 217,139 CHF | 100.00% | 100.00% |
08/11/2024 | 0.57% | 86.32 % | 86.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,780 CHF | 218,030 CHF | 99.83% | 99.83% |
07/11/2024 | 0.57% | 87.12 % | 87.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,039 CHF | 220,289 CHF | 100.00% | 100.00% |