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 | 0.96% | 83.84 % | 84.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,938 CHF | 208,938 CHF | 99.67% | 99.67% |
22/11/2024 | 0.97% | 81.52 % | 82.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,677 CHF | 206,677 CHF | 99.86% | 99.86% |
20/11/2024 | 0.98% | 81.00 % | 81.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 203,155 CHF | 205,155 CHF | 99.99% | 99.99% |
19/11/2024 | 1.00% | 79.79 % | 80.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,355 CHF | 200,344 CHF | 99.97% | 99.97% |
18/11/2024 | 1.00% | 80.44 % | 81.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,079 CHF | 201,074 CHF | 100.00% | 100.00% |
15/11/2024 | 0.98% | 79.39 % | 80.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,595 CHF | 204,595 CHF | 98.66% | 98.66% |
14/11/2024 | 0.96% | 82.71 % | 83.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,699 CHF | 208,699 CHF | 100.00% | 100.00% |
13/11/2024 | 0.96% | 82.46 % | 83.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,004 CHF | 210,004 CHF | 100.00% | 100.00% |
12/11/2024 | 0.95% | 83.50 % | 84.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,351 CHF | 212,351 CHF | 95.98% | 95.98% |
11/11/2024 | 0.92% | 86.04 % | 86.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,566 CHF | 217,566 CHF | 100.00% | 100.00% |