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 | 0.86% | 93.18 % | 93.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,702 CHF | 234,702 CHF | 100.00% | 100.00% |
19/11/2024 | 0.85% | 93.20 % | 94.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,918 CHF | 236,918 CHF | 99.94% | 99.94% |
18/11/2024 | 0.84% | 95.04 % | 95.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,693 CHF | 239,693 CHF | 100.00% | 100.00% |
15/11/2024 | 0.83% | 95.46 % | 96.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,949 CHF | 241,949 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.11 % | 98.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,244 CHF | 249,245 CHF | 99.99% | 99.99% |
13/11/2024 | 0.80% | 100.24 % | 101.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,324 CHF | 251,328 CHF | 99.97% | 99.97% |
12/11/2024 | 0.80% | 100.51 % | 101.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,315 CHF | 254,340 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.92 % | 101.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,617 CHF | 254,642 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.70 % | 101.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,392 CHF | 254,423 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.77 % | 102.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,819 CHF | 255,864 CHF | 100.00% | 100.00% |