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 | 0.56% | 88.75 % | 89.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,942 CHF | 224,192 CHF | 100.00% | 100.00% |
19/11/2024 | 0.55% | 89.12 % | 89.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,001 CHF | 226,251 CHF | 89.37% | 89.37% |
18/11/2024 | 0.56% | 89.59 % | 90.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,458 CHF | 225,708 CHF | 99.67% | 99.67% |
15/11/2024 | 0.55% | 89.63 % | 90.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,157 CHF | 227,407 CHF | 100.00% | 100.00% |
14/11/2024 | 0.55% | 91.36 % | 91.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,635 CHF | 228,885 CHF | 100.00% | 100.00% |
13/11/2024 | 0.56% | 89.72 % | 90.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,893 CHF | 224,143 CHF | 100.00% | 100.00% |
12/11/2024 | 0.55% | 88.90 % | 89.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,777 CHF | 227,027 CHF | 98.73% | 98.73% |
11/11/2024 | 0.54% | 91.48 % | 91.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,135 CHF | 233,385 CHF | 100.00% | 100.00% |
08/11/2024 | 0.54% | 93.38 % | 93.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,246 CHF | 233,496 CHF | 99.83% | 99.83% |
07/11/2024 | 0.55% | 92.72 % | 93.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,692 CHF | 229,942 CHF | 100.00% | 100.00% |