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 | 0.55% | 90.35 % | 90.85 % | 150,000 | 150,000 | 150,000 | 150,000 | 135,069 CHF | 135,819 CHF | 100.00% | 100.00% |
22/11/2024 | 0.56% | 89.32 % | 89.82 % | 150,000 | 150,000 | 150,000 | 150,000 | 134,420 CHF | 135,170 CHF | 100.00% | 100.00% |
20/11/2024 | 0.56% | 89.25 % | 89.75 % | 150,000 | 150,000 | 150,000 | 150,000 | 133,969 CHF | 134,719 CHF | 100.00% | 100.00% |
19/11/2024 | 0.56% | 88.63 % | 89.13 % | 150,000 | 150,000 | 150,000 | 150,000 | 132,467 CHF | 133,217 CHF | 89.37% | 89.37% |
18/11/2024 | 0.56% | 88.93 % | 89.43 % | 150,000 | 150,000 | 150,000 | 150,000 | 132,781 CHF | 133,531 CHF | 99.67% | 99.67% |
15/11/2024 | 0.56% | 88.35 % | 88.85 % | 150,000 | 150,000 | 150,000 | 150,000 | 133,735 CHF | 134,485 CHF | 100.00% | 100.00% |
14/11/2024 | 0.55% | 90.00 % | 90.50 % | 150,000 | 150,000 | 150,000 | 150,000 | 134,940 CHF | 135,690 CHF | 100.00% | 100.00% |
13/11/2024 | 0.55% | 89.91 % | 90.41 % | 150,000 | 150,000 | 150,000 | 150,000 | 135,286 CHF | 136,036 CHF | 100.00% | 100.00% |
12/11/2024 | 0.55% | 90.39 % | 90.89 % | 150,000 | 150,000 | 150,000 | 150,000 | 136,002 CHF | 136,752 CHF | 98.74% | 98.74% |
11/11/2024 | 0.54% | 91.68 % | 92.18 % | 150,000 | 150,000 | 150,000 | 150,000 | 137,611 CHF | 138,361 CHF | 100.00% | 100.00% |