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 | 0.85% | 94.19 % | 94.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,488 CHF | 237,488 CHF | 99.95% | 99.95% |
19/11/2024 | 0.84% | 94.17 % | 94.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,823 CHF | 239,823 CHF | 99.97% | 99.97% |
18/11/2024 | 0.83% | 96.33 % | 97.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,631 CHF | 242,631 CHF | 100.00% | 100.00% |
15/11/2024 | 0.83% | 96.22 % | 97.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,383 CHF | 242,383 CHF | 99.98% | 99.98% |
14/11/2024 | 0.81% | 97.57 % | 98.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,103 CHF | 247,103 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 99.17 % | 99.97 % | 250,000 | 238,000 | 250,000 | 238,372 | 245,503 CHF | 235,989 CHF | 99.93% | 99.93% |
12/11/2024 | 0.80% | 98.83 % | 99.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,969 CHF | 250,969 CHF | 99.97% | 99.97% |
11/11/2024 | 0.80% | 99.92 % | 100.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,951 CHF | 251,951 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.50 % | 100.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,139 CHF | 251,139 CHF | 99.91% | 99.91% |
07/11/2024 | 0.80% | 100.08 % | 100.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,366 CHF | 252,380 CHF | 100.00% | 100.00% |