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% | 93.24 % | 94.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,123 CHF | 236,123 CHF | 99.90% | 99.90% |
19/11/2024 | 0.85% | 93.36 % | 94.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,525 CHF | 235,525 CHF | 100.00% | 100.00% |
18/11/2024 | 0.85% | 93.86 % | 94.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,035 CHF | 237,035 CHF | 100.00% | 100.00% |
15/11/2024 | 0.84% | 94.32 % | 95.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,441 CHF | 238,441 CHF | 100.00% | 100.00% |
14/11/2024 | 0.83% | 95.64 % | 96.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,728 CHF | 240,728 CHF | 100.00% | 100.00% |
13/11/2024 | 0.83% | 95.76 % | 96.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,812 CHF | 241,812 CHF | 99.99% | 99.99% |
12/11/2024 | 0.83% | 95.70 % | 96.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,460 CHF | 241,460 CHF | 100.00% | 100.00% |
11/11/2024 | 0.83% | 96.15 % | 96.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,316 CHF | 242,316 CHF | 100.00% | 100.00% |
08/11/2024 | 0.83% | 95.65 % | 96.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,378 CHF | 241,378 CHF | 100.00% | 100.00% |
07/11/2024 | 0.83% | 96.11 % | 96.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,089 CHF | 242,089 CHF | 99.99% | 99.99% |