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 | 0.87% | 91.56 % | 92.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,422 CHF | 231,422 CHF | 99.95% | 99.95% |
19/11/2024 | 0.87% | 91.44 % | 92.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,079 CHF | 231,079 CHF | 99.80% | 99.80% |
18/11/2024 | 0.86% | 92.32 % | 93.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,517 CHF | 232,517 CHF | 100.00% | 100.00% |
15/11/2024 | 0.86% | 92.30 % | 93.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,738 CHF | 233,738 CHF | 100.00% | 100.00% |
14/11/2024 | 0.85% | 94.08 % | 94.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,642 CHF | 237,642 CHF | 100.00% | 100.00% |
13/11/2024 | 0.84% | 94.53 % | 95.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,167 CHF | 238,167 CHF | 99.86% | 99.86% |
12/11/2024 | 0.84% | 94.59 % | 95.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,592 CHF | 239,592 CHF | 100.00% | 100.00% |
11/11/2024 | 0.83% | 95.78 % | 96.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,805 CHF | 241,805 CHF | 100.00% | 100.00% |
08/11/2024 | 0.83% | 95.60 % | 96.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,972 CHF | 241,972 CHF | 100.00% | 100.00% |
07/11/2024 | 0.82% | 96.29 % | 97.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,430 CHF | 243,430 CHF | 100.00% | 100.00% |