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 | 1.13% | 86.55 % | 87.55 % | 200,000 | 200,000 | 200,000 | 200,000 | 175,241 CHF | 177,241 CHF | 99.85% | 99.85% |
19/11/2024 | 1.14% | 86.96 % | 87.96 % | 200,000 | 189,000 | 200,000 | 191,102 | 174,689 CHF | 168,856 CHF | 99.40% | 99.40% |
18/11/2024 | 1.12% | 89.05 % | 90.05 % | 200,000 | 200,000 | 200,000 | 200,000 | 177,063 CHF | 179,063 CHF | 99.99% | 99.99% |
15/11/2024 | 1.13% | 87.57 % | 88.57 % | 200,000 | 190,000 | 200,000 | 190,022 | 176,150 CHF | 169,262 CHF | 99.98% | 99.98% |
14/11/2024 | 1.12% | 90.83 % | 91.83 % | 200,000 | 200,000 | 200,000 | 200,000 | 178,319 CHF | 180,319 CHF | 99.97% | 99.97% |
13/11/2024 | 1.11% | 89.35 % | 90.35 % | 200,000 | 200,000 | 200,000 | 200,000 | 179,061 CHF | 181,061 CHF | 99.51% | 99.51% |
12/11/2024 | 1.11% | 89.20 % | 90.20 % | 200,000 | 200,000 | 200,000 | 200,000 | 179,602 CHF | 181,602 CHF | 20.72% | 20.72% |
11/11/2024 | 1.06% | 93.13 % | 94.13 % | 200,000 | 200,000 | 200,000 | 200,000 | 187,544 CHF | 189,544 CHF | 100.00% | 100.00% |
08/11/2024 | 1.10% | 89.99 % | 90.99 % | 200,000 | 200,000 | 200,000 | 200,000 | 181,613 CHF | 183,613 CHF | 99.91% | 99.91% |
07/11/2024 | 1.07% | 92.24 % | 93.24 % | 200,000 | 200,000 | 200,000 | 200,000 | 185,450 CHF | 187,450 CHF | 99.95% | 99.95% |