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 | 0.88% | 90.03 % | 90.83 % | 250,000 | 240,000 | 250,000 | 240,569 | 226,037 CHF | 219,433 CHF | 100.00% | 100.00% |
19/11/2024 | 0.88% | 90.23 % | 91.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,320 CHF | 228,320 CHF | 99.80% | 99.80% |
18/11/2024 | 0.88% | 91.18 % | 91.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,183 CHF | 229,183 CHF | 100.00% | 100.00% |
15/11/2024 | 0.88% | 90.70 % | 91.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,513 CHF | 228,513 CHF | 99.99% | 99.99% |
14/11/2024 | 0.89% | 89.72 % | 90.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,656 CHF | 225,656 CHF | 99.98% | 99.98% |
13/11/2024 | 0.91% | 87.17 % | 87.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,689 CHF | 219,689 CHF | 99.85% | 99.85% |
12/11/2024 | 0.91% | 86.78 % | 87.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,500 CHF | 221,500 CHF | 99.98% | 99.98% |
11/11/2024 | 0.90% | 88.35 % | 89.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,905 CHF | 223,905 CHF | 99.99% | 99.99% |
08/11/2024 | 0.89% | 88.34 % | 89.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,332 CHF | 225,332 CHF | 99.92% | 99.92% |
07/11/2024 | 0.88% | 90.53 % | 91.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,066 CHF | 229,066 CHF | 99.97% | 99.97% |