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 | 0.87% | 91.33 % | 92.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,363 CHF | 230,363 CHF | 100.00% | 100.00% |
19/11/2024 | 0.87% | 91.39 % | 92.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,459 CHF | 230,459 CHF | 99.93% | 99.93% |
18/11/2024 | 0.87% | 91.45 % | 92.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,516 CHF | 230,516 CHF | 100.00% | 100.00% |
15/11/2024 | 0.87% | 91.42 % | 92.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,806 CHF | 230,806 CHF | 100.00% | 100.00% |
14/11/2024 | 0.87% | 91.51 % | 92.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,468 CHF | 230,468 CHF | 100.00% | 100.00% |
13/11/2024 | 0.87% | 91.29 % | 92.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,216 CHF | 230,216 CHF | 100.00% | 100.00% |
12/11/2024 | 0.87% | 91.34 % | 92.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,596 CHF | 230,596 CHF | 100.00% | 100.00% |
11/11/2024 | 0.87% | 91.65 % | 92.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,013 CHF | 231,013 CHF | 100.00% | 100.00% |
08/11/2024 | 0.87% | 91.30 % | 92.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,342 CHF | 230,342 CHF | 100.00% | 100.00% |
07/11/2024 | 0.87% | 91.56 % | 92.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,870 CHF | 230,870 CHF | 100.00% | 100.00% |