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 | 0.89% | 88.40 % | 89.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,867 CHF | 224,867 CHF | 99.96% | 99.96% |
19/11/2024 | 0.90% | 88.49 % | 89.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,316 CHF | 224,316 CHF | 99.70% | 99.70% |
18/11/2024 | 0.88% | 90.31 % | 91.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,034 CHF | 227,034 CHF | 100.00% | 100.00% |
15/11/2024 | 0.89% | 89.24 % | 90.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,299 CHF | 225,299 CHF | 99.98% | 99.98% |
14/11/2024 | 0.88% | 91.32 % | 92.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,165 CHF | 227,165 CHF | 99.97% | 99.97% |
13/11/2024 | 0.88% | 90.60 % | 91.40 % | 250,000 | 247,000 | 250,000 | 249,033 | 226,783 CHF | 227,902 CHF | 99.94% | 99.94% |
12/11/2024 | 0.87% | 90.12 % | 90.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,623 CHF | 229,623 CHF | 99.97% | 99.97% |
11/11/2024 | 0.86% | 92.72 % | 93.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,756 CHF | 234,756 CHF | 100.00% | 100.00% |
08/11/2024 | 0.87% | 91.04 % | 91.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,295 CHF | 231,295 CHF | 99.75% | 99.75% |
07/11/2024 | 0.86% | 92.69 % | 93.49 % | 250,000 | 245,000 | 250,000 | 245,534 | 232,829 CHF | 230,634 CHF | 99.97% | 99.97% |