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% | 90.29 % | 91.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,563 CHF | 228,563 CHF | 99.94% | 99.94% |
19/11/2024 | 0.88% | 90.22 % | 91.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,426 CHF | 228,426 CHF | 99.93% | 99.93% |
18/11/2024 | 0.87% | 91.58 % | 92.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,852 CHF | 230,852 CHF | 100.00% | 100.00% |
15/11/2024 | 0.86% | 91.57 % | 92.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,626 CHF | 232,626 CHF | 99.98% | 99.98% |
14/11/2024 | 0.87% | 92.64 % | 93.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,067 CHF | 232,067 CHF | 100.00% | 100.00% |
13/11/2024 | 0.87% | 91.28 % | 92.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,028 CHF | 231,028 CHF | 99.69% | 99.69% |
12/11/2024 | 0.86% | 92.08 % | 92.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,065 CHF | 234,065 CHF | 100.00% | 100.00% |
11/11/2024 | 0.85% | 93.62 % | 94.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,999 CHF | 235,999 CHF | 100.00% | 100.00% |
08/11/2024 | 0.85% | 92.56 % | 93.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,565 CHF | 236,565 CHF | 99.87% | 99.87% |
07/11/2024 | 0.85% | 94.63 % | 95.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,202 CHF | 237,202 CHF | 100.00% | 100.00% |