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 | 0.25% | 80.20 % | 80.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,270 CHF | 201,770 CHF | 100.00% | 100.00% |
19/11/2024 | 0.25% | 80.30 % | 80.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,483 CHF | 201,983 CHF | 100.00% | 100.00% |
18/11/2024 | 0.24% | 82.50 % | 82.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,742 CHF | 206,242 CHF | 100.00% | 100.00% |
15/11/2024 | 0.24% | 81.60 % | 81.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,467 CHF | 205,967 CHF | 100.00% | 100.00% |
14/11/2024 | 0.24% | 83.10 % | 83.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,365 CHF | 206,865 CHF | 99.10% | 99.10% |
13/11/2024 | 0.24% | 81.60 % | 81.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,198 CHF | 204,698 CHF | 100.00% | 100.00% |
12/11/2024 | 0.24% | 81.80 % | 82.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,500 CHF | 206,000 CHF | 100.00% | 100.00% |
11/11/2024 | 0.24% | 83.30 % | 83.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,252 CHF | 209,752 CHF | 100.00% | 100.00% |
08/11/2024 | 0.24% | 83.30 % | 83.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,877 CHF | 209,377 CHF | 100.00% | 100.00% |
07/11/2024 | 0.24% | 84.00 % | 84.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,774 CHF | 211,274 CHF | 100.00% | 100.00% |