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 | 0.92% | 85.68 % | 86.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,605 CHF | 217,605 CHF | 99.84% | 99.84% |
19/11/2024 | 0.92% | 85.80 % | 86.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,760 CHF | 217,760 CHF | 99.34% | 99.34% |
18/11/2024 | 0.89% | 89.29 % | 90.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,749 CHF | 224,749 CHF | 99.96% | 99.96% |
15/11/2024 | 0.89% | 88.07 % | 88.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,587 CHF | 224,587 CHF | 100.00% | 100.00% |
14/11/2024 | 0.88% | 90.94 % | 91.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,100 CHF | 228,100 CHF | 99.89% | 99.89% |
13/11/2024 | 0.89% | 89.58 % | 90.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,194 CHF | 226,194 CHF | 99.77% | 99.77% |
12/11/2024 | 0.88% | 89.70 % | 90.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,874 CHF | 227,874 CHF | 99.98% | 99.98% |
11/11/2024 | 0.86% | 92.12 % | 92.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,298 CHF | 233,298 CHF | 99.90% | 99.90% |
08/11/2024 | 0.87% | 91.58 % | 92.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,103 CHF | 232,103 CHF | 99.83% | 99.83% |
07/11/2024 | 0.86% | 92.31 % | 93.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,305 CHF | 234,305 CHF | 99.92% | 99.92% |