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 | 0.01% | 94.92 % | 94.93 % | 260,000 | 260,000 | 260,000 | 260,000 | 247,577 CHF | 247,603 CHF | 100.00% | 100.00% |
19/11/2024 | 0.01% | 95.05 % | 95.06 % | 260,000 | 260,000 | 260,000 | 260,000 | 246,426 CHF | 246,452 CHF | 89.35% | 89.35% |
18/11/2024 | 0.01% | 95.17 % | 95.18 % | 260,000 | 260,000 | 260,000 | 260,000 | 248,369 CHF | 248,395 CHF | 99.67% | 99.67% |
15/11/2024 | 0.01% | 95.43 % | 95.44 % | 260,000 | 260,000 | 260,000 | 260,000 | 250,205 CHF | 250,231 CHF | 100.00% | 100.00% |
14/11/2024 | 0.01% | 97.01 % | 97.02 % | 260,000 | 260,000 | 260,000 | 260,000 | 252,256 CHF | 252,282 CHF | 100.00% | 100.00% |
13/11/2024 | 0.01% | 96.76 % | 96.77 % | 260,000 | 260,000 | 260,000 | 260,000 | 252,237 CHF | 252,263 CHF | 100.00% | 100.00% |
12/11/2024 | 0.01% | 97.04 % | 97.05 % | 260,000 | 260,000 | 260,000 | 260,000 | 253,085 CHF | 253,111 CHF | 98.73% | 98.73% |
11/11/2024 | 0.01% | 97.35 % | 97.36 % | 260,000 | 260,000 | 260,000 | 260,000 | 253,137 CHF | 253,163 CHF | 100.00% | 100.00% |
08/11/2024 | 0.01% | 97.27 % | 97.28 % | 260,000 | 260,000 | 260,000 | 260,000 | 252,988 CHF | 253,014 CHF | 99.84% | 99.84% |
07/11/2024 | 0.01% | 97.16 % | 97.17 % | 260,000 | 260,000 | 260,000 | 260,000 | 252,351 CHF | 252,377 CHF | 100.00% | 100.00% |