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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.58% | 86.45 % | 86.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,296 CHF | 216,546 CHF | 100.00% | 100.00% |
22/11/2024 | 0.58% | 85.39 % | 85.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,013 CHF | 215,263 CHF | 100.00% | 100.00% |
20/11/2024 | 0.58% | 85.34 % | 85.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,438 CHF | 214,688 CHF | 100.00% | 100.00% |
19/11/2024 | 0.59% | 84.86 % | 85.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,491 CHF | 212,741 CHF | 89.36% | 89.36% |
18/11/2024 | 0.59% | 84.93 % | 85.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,666 CHF | 212,916 CHF | 99.66% | 99.66% |
15/11/2024 | 0.58% | 84.61 % | 85.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,172 CHF | 214,422 CHF | 100.00% | 100.00% |
14/11/2024 | 0.58% | 85.95 % | 86.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,990 CHF | 216,240 CHF | 100.00% | 100.00% |
13/11/2024 | 0.58% | 86.20 % | 86.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,170 CHF | 217,420 CHF | 100.00% | 100.00% |
12/11/2024 | 0.58% | 86.39 % | 86.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,607 CHF | 217,857 CHF | 98.72% | 98.72% |
11/11/2024 | 0.57% | 87.21 % | 87.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,152 CHF | 219,402 CHF | 100.00% | 100.00% |