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 | 0.92% | 85.91 % | 86.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,805 CHF | 218,805 CHF | 99.70% | 99.70% |
19/11/2024 | 0.92% | 86.11 % | 86.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,267 CHF | 217,267 CHF | 99.80% | 99.80% |
18/11/2024 | 0.92% | 87.19 % | 87.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,193 CHF | 219,193 CHF | 100.00% | 100.00% |
15/11/2024 | 0.88% | 89.75 % | 90.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,638 CHF | 227,638 CHF | 99.98% | 99.98% |
14/11/2024 | 0.87% | 92.45 % | 93.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,638 CHF | 229,638 CHF | 100.00% | 100.00% |
13/11/2024 | 0.90% | 87.98 % | 88.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,297 CHF | 223,297 CHF | 99.86% | 99.86% |
12/11/2024 | 0.88% | 90.06 % | 90.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,489 CHF | 227,489 CHF | 100.00% | 100.00% |
11/11/2024 | 0.89% | 88.85 % | 89.65 % | 250,000 | 240,000 | 250,000 | 246,716 | 222,626 CHF | 221,683 CHF | 100.00% | 100.00% |
08/11/2024 | 0.91% | 87.59 % | 88.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,940 CHF | 220,940 CHF | 99.92% | 99.92% |
07/11/2024 | 0.92% | 87.28 % | 88.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,421 CHF | 217,421 CHF | 99.99% | 99.99% |