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 | 0.54% | 92.75 % | 93.25 % | 250,000 | 250,000 | 250,000 | 249,870 | 230,498 CHF | 231,627 CHF | 7.78% | 7.78% |
19/11/2024 | 0.55% | 89.73 % | 90.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,069 CHF | 227,319 CHF | 6.05% | 6.05% |
18/11/2024 | 0.51% | 97.29 % | 97.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,868 CHF | 244,118 CHF | 21.88% | 21.88% |
15/11/2024 | 0.52% | 96.42 % | 96.92 % | 250,000 | 250,000 | 250,000 | 249,983 | 240,887 CHF | 242,121 CHF | 73.25% | 73.25% |
14/11/2024 | 0.50% | 98.94 % | 99.44 % | 250,000 | 250,000 | 250,000 | 249,951 | 249,783 CHF | 250,983 CHF | 27.88% | 27.88% |
13/11/2024 | 0.49% | 100.77 % | 101.27 % | 250,000 | 250,000 | 250,000 | 249,995 | 253,806 CHF | 255,051 CHF | 98.87% | 98.87% |
12/11/2024 | 0.48% | 102.38 % | 102.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,158 CHF | 260,408 CHF | 95.70% | 95.70% |
11/11/2024 | 0.49% | 101.25 % | 101.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,166 CHF | 253,416 CHF | 17.90% | 17.90% |
08/11/2024 | 0.50% | 100.92 % | 101.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,312 CHF | 248,562 CHF | 80.15% | 80.15% |
07/11/2024 | 0.53% | 94.97 % | 95.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,161 CHF | 235,411 CHF | 64.40% | 64.40% |