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 | 0.85% | 93.54 % | 94.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,084 CHF | 236,084 CHF | 100.00% | 100.00% |
19/11/2024 | 0.85% | 93.26 % | 94.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,421 CHF | 235,421 CHF | 99.99% | 99.99% |
18/11/2024 | 0.85% | 93.86 % | 94.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,388 CHF | 236,388 CHF | 100.00% | 100.00% |
15/11/2024 | 0.85% | 93.44 % | 94.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,595 CHF | 236,595 CHF | 100.00% | 100.00% |
14/11/2024 | 0.85% | 94.15 % | 94.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,860 CHF | 236,860 CHF | 100.00% | 100.00% |
13/11/2024 | 0.85% | 93.91 % | 94.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,434 CHF | 236,434 CHF | 100.00% | 100.00% |
12/11/2024 | 0.85% | 93.79 % | 94.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,347 CHF | 237,347 CHF | 100.00% | 100.00% |
11/11/2024 | 0.84% | 94.45 % | 95.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,285 CHF | 238,285 CHF | 100.00% | 100.00% |
08/11/2024 | 0.85% | 93.91 % | 94.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,779 CHF | 236,779 CHF | 100.00% | 100.00% |
07/11/2024 | 0.85% | 94.05 % | 94.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,165 CHF | 237,165 CHF | 100.00% | 100.00% |