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 | 0.95% | 83.44 % | 84.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,288 CHF | 212,288 CHF | 99.98% | 99.98% |
19/11/2024 | 0.95% | 83.88 % | 84.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,101 CHF | 212,101 CHF | 99.80% | 99.80% |
18/11/2024 | 0.93% | 85.83 % | 86.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,433 CHF | 216,433 CHF | 99.97% | 99.97% |
15/11/2024 | 0.92% | 85.65 % | 86.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,787 CHF | 217,787 CHF | 99.98% | 99.98% |
14/11/2024 | 0.90% | 88.75 % | 89.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,018 CHF | 222,018 CHF | 99.94% | 99.94% |
13/11/2024 | 0.91% | 87.71 % | 88.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,696 CHF | 221,696 CHF | 99.57% | 99.57% |
12/11/2024 | 0.90% | 87.84 % | 88.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,919 CHF | 222,919 CHF | 100.00% | 100.00% |
11/11/2024 | 0.88% | 89.84 % | 90.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,185 CHF | 227,185 CHF | 100.00% | 100.00% |
08/11/2024 | 0.89% | 89.06 % | 89.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,124 CHF | 226,124 CHF | 99.89% | 99.89% |
07/11/2024 | 0.88% | 90.26 % | 91.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,908 CHF | 228,908 CHF | 99.91% | 99.91% |