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 | 0.96% | 82.08 % | 82.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,553 CHF | 209,553 CHF | 100.00% | 100.00% |
19/11/2024 | 0.95% | 83.43 % | 84.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,045 CHF | 211,045 CHF | 99.56% | 99.56% |
18/11/2024 | 0.95% | 84.34 % | 85.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,519 CHF | 212,519 CHF | 99.97% | 99.97% |
15/11/2024 | 0.94% | 84.63 % | 85.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,096 CHF | 214,096 CHF | 99.98% | 99.98% |
14/11/2024 | 0.95% | 84.55 % | 85.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,098 CHF | 211,098 CHF | 99.94% | 99.94% |
13/11/2024 | 0.95% | 82.54 % | 83.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,544 CHF | 212,544 CHF | 99.83% | 99.83% |
12/11/2024 | 0.91% | 86.01 % | 86.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,063 CHF | 220,063 CHF | 20.81% | 20.81% |
11/11/2024 | 0.87% | 92.37 % | 93.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,119 CHF | 232,119 CHF | 99.99% | 99.99% |
08/11/2024 | 0.87% | 91.23 % | 92.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,877 CHF | 230,877 CHF | 99.85% | 99.85% |
07/11/2024 | 0.85% | 93.68 % | 94.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,772 CHF | 235,772 CHF | 100.00% | 100.00% |