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 | 0.68% | 72.92 % | 73.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 182,501 CHF | 183,751 CHF | 100.00% | 100.00% |
19/11/2024 | 0.69% | 72.44 % | 72.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 180,370 CHF | 181,620 CHF | 89.36% | 89.36% |
18/11/2024 | 0.69% | 72.76 % | 73.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 180,975 CHF | 182,225 CHF | 99.67% | 99.67% |
15/11/2024 | 0.68% | 72.45 % | 72.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 183,103 CHF | 184,353 CHF | 100.00% | 100.00% |
14/11/2024 | 0.67% | 74.15 % | 74.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 185,367 CHF | 186,617 CHF | 100.00% | 100.00% |
13/11/2024 | 0.67% | 74.36 % | 74.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 186,798 CHF | 188,048 CHF | 100.00% | 100.00% |
12/11/2024 | 0.66% | 74.94 % | 75.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 187,780 CHF | 189,030 CHF | 98.71% | 98.71% |
11/11/2024 | 0.65% | 76.08 % | 76.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 190,568 CHF | 191,818 CHF | 100.00% | 100.00% |
08/11/2024 | 0.65% | 75.88 % | 76.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 190,617 CHF | 191,867 CHF | 99.84% | 99.84% |
07/11/2024 | 0.65% | 76.73 % | 77.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 193,138 CHF | 194,388 CHF | 100.00% | 100.00% |