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 | 0.89% | 89.26 % | 90.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,681 CHF | 226,681 CHF | 99.84% | 99.84% |
19/11/2024 | 0.89% | 89.29 % | 90.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,004 CHF | 226,004 CHF | 99.88% | 99.88% |
18/11/2024 | 0.89% | 89.83 % | 90.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,447 CHF | 225,447 CHF | 99.99% | 99.99% |
15/11/2024 | 0.87% | 90.64 % | 91.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,238 CHF | 230,238 CHF | 99.95% | 99.95% |
14/11/2024 | 0.86% | 92.75 % | 93.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,558 CHF | 232,558 CHF | 99.98% | 99.98% |
13/11/2024 | 0.89% | 89.55 % | 90.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,009 CHF | 226,009 CHF | 99.83% | 99.83% |
12/11/2024 | 0.88% | 90.16 % | 90.96 % | 240,000 | 250,000 | 241,036 | 250,000 | 218,392 CHF | 228,517 CHF | 99.98% | 99.98% |
11/11/2024 | 0.88% | 90.55 % | 91.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,575 CHF | 228,575 CHF | 100.00% | 100.00% |
08/11/2024 | 0.89% | 89.46 % | 90.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,172 CHF | 226,172 CHF | 100.00% | 100.00% |
07/11/2024 | 0.89% | 90.08 % | 90.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,429 CHF | 226,429 CHF | 99.90% | 99.90% |