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 | 1.01% | 78.40 % | 79.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,332 CHF | 199,332 CHF | 97.94% | 97.94% |
19/11/2024 | 1.01% | 78.70 % | 79.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 196,933 CHF | 198,933 CHF | 100.00% | 100.00% |
18/11/2024 | 1.01% | 79.40 % | 80.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,821 CHF | 199,821 CHF | 100.00% | 100.00% |
15/11/2024 | 0.98% | 80.00 % | 80.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,810 CHF | 204,810 CHF | 100.00% | 100.00% |
14/11/2024 | 0.97% | 82.00 % | 82.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,598 CHF | 206,598 CHF | 100.00% | 100.00% |
13/11/2024 | 0.96% | 81.90 % | 82.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,784 CHF | 208,784 CHF | 100.00% | 100.00% |
12/11/2024 | 0.95% | 83.30 % | 84.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,981 CHF | 210,981 CHF | 100.00% | 100.00% |
11/11/2024 | 0.94% | 84.80 % | 85.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,690 CHF | 213,690 CHF | 100.00% | 100.00% |
08/11/2024 | 0.94% | 84.20 % | 85.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,998 CHF | 212,998 CHF | 100.00% | 100.00% |
07/11/2024 | 0.93% | 84.70 % | 85.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,991 CHF | 214,991 CHF | 99.23% | 99.23% |