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 | 0.55% | 91.44 % | 91.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,225 CHF | 227,475 CHF | 99.48% | 99.48% |
19/11/2024 | 0.55% | 90.16 % | 90.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,783 CHF | 226,033 CHF | 88.84% | 88.84% |
18/11/2024 | 0.57% | 88.18 % | 88.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,827 CHF | 220,077 CHF | 99.15% | 99.15% |
15/11/2024 | 0.57% | 86.41 % | 86.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,287 CHF | 218,537 CHF | 99.48% | 99.48% |
14/11/2024 | 0.58% | 87.22 % | 87.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,898 CHF | 215,148 CHF | 99.47% | 99.47% |
13/11/2024 | 0.57% | 86.41 % | 86.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,954 CHF | 220,204 CHF | 99.46% | 99.46% |
12/11/2024 | 0.57% | 87.66 % | 88.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,332 CHF | 220,582 CHF | 98.20% | 98.20% |
11/11/2024 | 0.54% | 89.20 % | 89.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,247 CHF | 230,497 CHF | 99.49% | 99.49% |
08/11/2024 | 0.54% | 93.03 % | 93.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,191 CHF | 233,441 CHF | 99.32% | 99.32% |
07/11/2024 | 0.54% | 93.68 % | 94.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,623 CHF | 233,873 CHF | 99.48% | 99.48% |