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 | 0.87% | 92.39 % | 93.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,108 CHF | 232,108 CHF | 100.00% | 100.00% |
19/11/2024 | 0.86% | 91.76 % | 92.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,243 CHF | 232,243 CHF | 99.77% | 99.77% |
18/11/2024 | 0.86% | 92.66 % | 93.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,869 CHF | 232,869 CHF | 100.00% | 100.00% |
15/11/2024 | 0.85% | 93.15 % | 93.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,774 CHF | 236,774 CHF | 100.00% | 100.00% |
14/11/2024 | 0.84% | 94.83 % | 95.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,845 CHF | 239,845 CHF | 100.00% | 100.00% |
13/11/2024 | 0.83% | 95.74 % | 96.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,211 CHF | 241,211 CHF | 99.94% | 99.94% |
12/11/2024 | 0.82% | 96.40 % | 97.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,190 CHF | 244,190 CHF | 100.00% | 100.00% |
11/11/2024 | 0.82% | 96.86 % | 97.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,994 CHF | 244,994 CHF | 100.00% | 100.00% |
08/11/2024 | 0.82% | 96.97 % | 97.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,975 CHF | 243,975 CHF | 99.92% | 99.92% |
07/11/2024 | 0.82% | 96.65 % | 97.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,852 CHF | 243,852 CHF | 100.00% | 100.00% |