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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.85% | 94.29 % | 95.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,461 CHF | 237,461 CHF | 100.00% | 100.00% |
20/11/2024 | 0.84% | 94.24 % | 95.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,700 CHF | 237,700 CHF | 100.00% | 100.00% |
19/11/2024 | 0.84% | 94.41 % | 95.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,990 CHF | 237,990 CHF | 100.00% | 100.00% |
18/11/2024 | 0.84% | 94.55 % | 95.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,328 CHF | 238,328 CHF | 100.00% | 100.00% |
15/11/2024 | 0.84% | 94.87 % | 95.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,562 CHF | 239,562 CHF | 100.00% | 100.00% |
14/11/2024 | 0.84% | 95.01 % | 95.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,350 CHF | 239,350 CHF | 99.95% | 99.95% |
13/11/2024 | 0.84% | 94.91 % | 95.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,224 CHF | 239,224 CHF | 100.00% | 100.00% |
12/11/2024 | 0.84% | 95.07 % | 95.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,828 CHF | 239,828 CHF | 100.00% | 100.00% |
11/11/2024 | 0.83% | 95.50 % | 96.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,713 CHF | 240,713 CHF | 100.00% | 100.00% |
08/11/2024 | 0.83% | 95.49 % | 96.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,760 CHF | 240,760 CHF | 100.00% | 100.00% |