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 | 0.54% | 92.48 % | 92.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,283 CHF | 233,533 CHF | 100.00% | 100.00% |
19/11/2024 | 0.54% | 92.69 % | 93.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,285 CHF | 232,535 CHF | 89.40% | 89.40% |
18/11/2024 | 0.54% | 92.81 % | 93.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,760 CHF | 234,010 CHF | 99.66% | 99.66% |
15/11/2024 | 0.53% | 93.23 % | 93.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,543 CHF | 235,793 CHF | 100.00% | 100.00% |
14/11/2024 | 0.53% | 94.38 % | 94.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,918 CHF | 237,168 CHF | 100.00% | 100.00% |
13/11/2024 | 0.53% | 94.49 % | 94.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,809 CHF | 237,059 CHF | 100.00% | 100.00% |
12/11/2024 | 0.53% | 94.40 % | 94.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,534 CHF | 237,784 CHF | 98.71% | 98.71% |
11/11/2024 | 0.52% | 95.06 % | 95.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,729 CHF | 238,979 CHF | 100.00% | 100.00% |
08/11/2024 | 0.53% | 94.56 % | 95.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,672 CHF | 237,922 CHF | 99.84% | 99.84% |
07/11/2024 | 0.52% | 95.17 % | 95.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,129 CHF | 239,379 CHF | 100.00% | 100.00% |