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 | 0.99% | 80.08 % | 80.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,364 CHF | 203,364 CHF | 99.99% | 99.99% |
19/11/2024 | 1.00% | 80.86 % | 81.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,640 CHF | 201,638 CHF | 99.54% | 99.54% |
18/11/2024 | 0.96% | 83.37 % | 84.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,681 CHF | 209,681 CHF | 99.94% | 99.94% |
15/11/2024 | 0.95% | 83.22 % | 84.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,111 CHF | 211,111 CHF | 99.91% | 99.91% |
14/11/2024 | 0.96% | 84.02 % | 84.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,122 CHF | 210,122 CHF | 100.00% | 100.00% |
13/11/2024 | 0.98% | 80.56 % | 81.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,270 CHF | 204,270 CHF | 99.64% | 99.64% |
12/11/2024 | 0.96% | 81.72 % | 82.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,628 CHF | 208,628 CHF | 100.00% | 100.00% |
11/11/2024 | 0.96% | 83.97 % | 84.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,674 CHF | 209,674 CHF | 99.98% | 99.98% |
08/11/2024 | 0.97% | 81.69 % | 82.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,498 CHF | 207,498 CHF | 99.77% | 99.77% |
07/11/2024 | 0.93% | 86.18 % | 86.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,219 CHF | 217,219 CHF | 99.94% | 99.94% |