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 | 0.88% | 89.51 % | 90.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,298 CHF | 228,298 CHF | 99.82% | 99.82% |
19/11/2024 | 0.89% | 89.60 % | 90.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,570 CHF | 226,570 CHF | 99.68% | 99.68% |
18/11/2024 | 0.88% | 91.36 % | 92.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,273 CHF | 229,273 CHF | 99.99% | 99.99% |
15/11/2024 | 0.89% | 89.99 % | 90.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,976 CHF | 226,976 CHF | 99.94% | 99.94% |
14/11/2024 | 0.88% | 92.76 % | 93.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,312 CHF | 229,312 CHF | 99.83% | 99.83% |
13/11/2024 | 0.87% | 91.77 % | 92.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,755 CHF | 231,755 CHF | 99.82% | 99.82% |
12/11/2024 | 0.87% | 91.04 % | 91.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,120 CHF | 231,120 CHF | 20.81% | 20.81% |
11/11/2024 | 0.84% | 94.76 % | 95.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,237 CHF | 240,237 CHF | 100.00% | 100.00% |
08/11/2024 | 0.86% | 92.32 % | 93.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,535 CHF | 234,535 CHF | 99.80% | 99.80% |
07/11/2024 | 0.84% | 94.33 % | 95.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,213 CHF | 239,213 CHF | 99.90% | 99.90% |