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 | 0.77% | 90.79 % | 91.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,103 CHF | 228,853 CHF | 100.00% | 100.00% |
19/11/2024 | 0.77% | 90.49 % | 91.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,557 CHF | 228,307 CHF | 89.40% | 89.40% |
18/11/2024 | 0.76% | 91.62 % | 92.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,704 CHF | 230,454 CHF | 99.65% | 99.65% |
15/11/2024 | 0.75% | 91.64 % | 92.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,697 CHF | 233,447 CHF | 100.00% | 100.00% |
14/11/2024 | 0.75% | 93.10 % | 93.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,396 CHF | 234,146 CHF | 100.00% | 100.00% |
13/11/2024 | 0.75% | 93.08 % | 93.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,117 CHF | 234,867 CHF | 100.00% | 100.00% |
12/11/2024 | 0.74% | 93.83 % | 94.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,099 CHF | 236,849 CHF | 98.72% | 98.72% |
11/11/2024 | 0.73% | 94.59 % | 95.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,351 CHF | 239,101 CHF | 100.00% | 100.00% |
08/11/2024 | 0.73% | 94.89 % | 95.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,891 CHF | 239,641 CHF | 99.84% | 99.84% |
07/11/2024 | 0.73% | 95.59 % | 96.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,253 CHF | 242,003 CHF | 100.00% | 100.00% |