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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.83% | 95.80 % | 96.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,372 CHF | 243,372 CHF | 100.00% | 100.00% |
22/11/2024 | 0.82% | 97.83 % | 98.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,340 CHF | 246,340 CHF | 100.00% | 100.00% |
20/11/2024 | 0.82% | 97.22 % | 98.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,815 CHF | 244,815 CHF | 100.00% | 100.00% |
19/11/2024 | 0.82% | 97.24 % | 98.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,666 CHF | 245,666 CHF | 89.36% | 89.36% |
18/11/2024 | 0.82% | 97.69 % | 98.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,231 CHF | 245,231 CHF | 99.66% | 99.66% |
15/11/2024 | 0.82% | 96.97 % | 97.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,520 CHF | 244,520 CHF | 100.00% | 100.00% |
14/11/2024 | 0.83% | 96.74 % | 97.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,659 CHF | 242,659 CHF | 100.00% | 100.00% |
13/11/2024 | 0.82% | 97.09 % | 97.89 % | 250,000 | 250,000 | 250,000 | 249,990 | 242,966 CHF | 244,956 CHF | 100.00% | 100.00% |
12/11/2024 | 0.82% | 96.79 % | 97.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,514 CHF | 243,514 CHF | 98.72% | 98.72% |
11/11/2024 | 0.82% | 96.44 % | 97.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,142 CHF | 245,142 CHF | 100.00% | 100.00% |