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 | 1.12% | 88.41 % | 89.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,797 CHF | 224,297 CHF | 100.00% | 100.00% |
19/11/2024 | 1.12% | 88.61 % | 89.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,033 CHF | 224,533 CHF | 99.74% | 99.74% |
18/11/2024 | 1.12% | 89.48 % | 90.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,827 CHF | 225,327 CHF | 100.00% | 100.00% |
15/11/2024 | 1.12% | 88.86 % | 89.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,922 CHF | 224,422 CHF | 99.98% | 99.98% |
14/11/2024 | 1.13% | 88.16 % | 89.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,847 CHF | 222,347 CHF | 99.99% | 99.99% |
13/11/2024 | 1.16% | 86.15 % | 87.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,153 CHF | 217,653 CHF | 99.67% | 99.67% |
12/11/2024 | 1.15% | 85.84 % | 86.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,717 CHF | 219,217 CHF | 100.00% | 100.00% |
11/11/2024 | 1.14% | 87.21 % | 88.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,881 CHF | 221,381 CHF | 100.00% | 100.00% |
08/11/2024 | 1.13% | 87.10 % | 88.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,864 CHF | 222,364 CHF | 99.92% | 99.92% |
07/11/2024 | 1.12% | 88.91 % | 89.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,937 CHF | 225,437 CHF | 99.94% | 99.94% |