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 | 0.89% | 91.09 % | 91.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,762 CHF | 226,762 CHF | 99.64% | 99.64% |
22/11/2024 | 0.91% | 88.57 % | 89.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,808 CHF | 219,808 CHF | 99.96% | 99.96% |
20/11/2024 | 0.90% | 88.03 % | 88.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,057 CHF | 222,057 CHF | 99.93% | 99.93% |
19/11/2024 | 0.92% | 87.41 % | 88.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,619 CHF | 217,619 CHF | 99.89% | 99.89% |
18/11/2024 | 0.93% | 85.94 % | 86.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,486 CHF | 215,486 CHF | 99.99% | 99.99% |
15/11/2024 | 0.94% | 84.76 % | 85.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,645 CHF | 213,645 CHF | 99.96% | 99.96% |
14/11/2024 | 0.93% | 85.44 % | 86.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,559 CHF | 216,559 CHF | 99.95% | 99.95% |
13/11/2024 | 0.91% | 86.57 % | 87.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,383 CHF | 221,383 CHF | 99.70% | 99.70% |
12/11/2024 | 0.89% | 87.89 % | 88.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,293 CHF | 225,293 CHF | 99.99% | 99.99% |
11/11/2024 | 0.88% | 89.85 % | 90.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,542 CHF | 228,542 CHF | 100.00% | 100.00% |