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 | 0.86% | 92.78 % | 93.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,575 CHF | 234,575 CHF | 99.99% | 99.99% |
19/11/2024 | 0.86% | 92.85 % | 93.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,852 CHF | 234,852 CHF | 99.93% | 99.93% |
18/11/2024 | 0.84% | 94.77 % | 95.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,540 CHF | 238,540 CHF | 100.00% | 100.00% |
15/11/2024 | 0.84% | 94.01 % | 94.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,367 CHF | 238,367 CHF | 100.00% | 100.00% |
14/11/2024 | 0.84% | 95.35 % | 96.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,403 CHF | 239,403 CHF | 100.00% | 100.00% |
13/11/2024 | 0.84% | 94.27 % | 95.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,916 CHF | 237,916 CHF | 99.98% | 99.98% |
12/11/2024 | 0.84% | 94.52 % | 95.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,184 CHF | 239,184 CHF | 100.00% | 100.00% |
11/11/2024 | 0.83% | 95.80 % | 96.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,233 CHF | 242,233 CHF | 100.00% | 100.00% |
08/11/2024 | 0.83% | 95.82 % | 96.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,035 CHF | 242,035 CHF | 99.96% | 99.96% |
07/11/2024 | 0.83% | 96.31 % | 97.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,354 CHF | 243,354 CHF | 99.88% | 99.88% |