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 | 0.59% | 84.54 % | 85.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,618 CHF | 211,868 CHF | 100.00% | 100.00% |
19/11/2024 | 0.59% | 84.54 % | 85.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,809 CHF | 214,059 CHF | 89.36% | 89.36% |
18/11/2024 | 0.58% | 86.25 % | 86.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,641 CHF | 216,891 CHF | 99.68% | 99.68% |
15/11/2024 | 0.57% | 87.51 % | 88.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,379 CHF | 221,629 CHF | 100.00% | 100.00% |
14/11/2024 | 0.54% | 90.92 % | 91.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,435 CHF | 230,685 CHF | 100.00% | 100.00% |
13/11/2024 | 0.54% | 93.10 % | 93.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,279 CHF | 232,529 CHF | 100.00% | 100.00% |
12/11/2024 | 0.53% | 93.69 % | 94.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,259 CHF | 237,509 CHF | 98.72% | 98.72% |
11/11/2024 | 0.52% | 94.77 % | 95.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,663 CHF | 238,913 CHF | 100.00% | 100.00% |
08/11/2024 | 0.53% | 94.44 % | 94.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,263 CHF | 236,513 CHF | 99.83% | 99.83% |
07/11/2024 | 0.53% | 94.36 % | 94.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,849 CHF | 237,099 CHF | 100.00% | 100.00% |