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 | 0.53% | 93.02 % | 93.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,887 CHF | 235,137 CHF | 100.00% | 100.00% |
19/11/2024 | 0.54% | 92.94 % | 93.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,441 CHF | 233,691 CHF | 89.36% | 89.36% |
18/11/2024 | 0.53% | 94.02 % | 94.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,304 CHF | 235,554 CHF | 99.67% | 99.67% |
15/11/2024 | 0.53% | 93.68 % | 94.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,880 CHF | 236,130 CHF | 100.00% | 100.00% |
14/11/2024 | 0.53% | 93.67 % | 94.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,384 CHF | 234,634 CHF | 100.00% | 100.00% |
13/11/2024 | 0.54% | 92.44 % | 92.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,169 CHF | 232,419 CHF | 100.00% | 100.00% |
12/11/2024 | 0.53% | 91.95 % | 92.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,532 CHF | 234,782 CHF | 98.72% | 98.72% |
11/11/2024 | 0.53% | 94.67 % | 95.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,378 CHF | 238,628 CHF | 100.00% | 100.00% |
08/11/2024 | 0.53% | 94.28 % | 94.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,201 CHF | 238,451 CHF | 99.83% | 99.83% |
07/11/2024 | 0.52% | 96.21 % | 96.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,577 CHF | 240,827 CHF | 100.00% | 100.00% |