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% | 92.23 % | 93.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,240 CHF | 234,240 CHF | 100.00% | 100.00% |
19/11/2024 | 0.86% | 92.91 % | 93.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,597 CHF | 233,597 CHF | 99.66% | 99.66% |
18/11/2024 | 0.86% | 93.36 % | 94.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,526 CHF | 234,526 CHF | 100.00% | 100.00% |
15/11/2024 | 0.85% | 93.70 % | 94.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,728 CHF | 236,728 CHF | 99.99% | 99.99% |
14/11/2024 | 0.85% | 93.89 % | 94.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,434 CHF | 235,434 CHF | 100.00% | 100.00% |
13/11/2024 | 0.86% | 92.64 % | 93.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,842 CHF | 233,842 CHF | 100.00% | 100.00% |
12/11/2024 | 0.85% | 93.25 % | 94.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,011 CHF | 236,011 CHF | 100.00% | 100.00% |
11/11/2024 | 0.84% | 94.53 % | 95.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,978 CHF | 239,978 CHF | 100.00% | 100.00% |
08/11/2024 | 0.86% | 94.28 % | 95.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,676 CHF | 234,676 CHF | 100.00% | 100.00% |
07/11/2024 | 0.84% | 94.84 % | 95.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,898 CHF | 237,898 CHF | 100.00% | 100.00% |