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 | 0.98% | 80.74 % | 81.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,132 CHF | 204,132 CHF | 100.00% | 100.00% |
19/11/2024 | 0.99% | 80.69 % | 81.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,665 CHF | 203,665 CHF | 99.90% | 99.90% |
18/11/2024 | 0.95% | 83.68 % | 84.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,162 CHF | 212,162 CHF | 100.00% | 100.00% |
15/11/2024 | 0.94% | 84.42 % | 85.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,971 CHF | 213,971 CHF | 99.96% | 99.96% |
14/11/2024 | 0.91% | 86.41 % | 87.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,955 CHF | 219,955 CHF | 100.00% | 100.00% |
13/11/2024 | 0.90% | 87.70 % | 88.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,807 CHF | 222,807 CHF | 100.00% | 100.00% |
12/11/2024 | 0.88% | 89.02 % | 89.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,166 CHF | 228,166 CHF | 100.00% | 100.00% |
11/11/2024 | 0.88% | 91.13 % | 91.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,571 CHF | 227,571 CHF | 100.00% | 100.00% |
08/11/2024 | 0.91% | 88.92 % | 89.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,253 CHF | 220,253 CHF | 99.97% | 99.97% |
07/11/2024 | 0.93% | 85.69 % | 86.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,096 CHF | 215,096 CHF | 99.99% | 99.99% |