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 | 0.91% | 86.16 % | 86.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,009 CHF | 220,009 CHF | 99.97% | 99.97% |
19/11/2024 | 0.92% | 86.45 % | 87.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,351 CHF | 218,351 CHF | 99.74% | 99.74% |
18/11/2024 | 0.90% | 88.89 % | 89.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,801 CHF | 223,801 CHF | 99.99% | 99.99% |
15/11/2024 | 0.90% | 88.35 % | 89.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,385 CHF | 223,385 CHF | 99.91% | 99.91% |
14/11/2024 | 0.88% | 92.37 % | 93.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,397 CHF | 228,397 CHF | 99.97% | 99.97% |
13/11/2024 | 0.87% | 91.07 % | 91.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,118 CHF | 230,118 CHF | 99.51% | 99.51% |
12/11/2024 | 0.88% | 90.44 % | 91.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,502 CHF | 229,502 CHF | 20.75% | 20.75% |
11/11/2024 | 0.84% | 94.15 % | 94.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,290 CHF | 238,290 CHF | 100.00% | 100.00% |
08/11/2024 | 0.85% | 93.23 % | 94.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,142 CHF | 237,142 CHF | 99.88% | 99.88% |
07/11/2024 | 0.83% | 95.12 % | 95.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,791 CHF | 241,791 CHF | 99.99% | 99.99% |