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 | 0.84% | 95.00 % | 95.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,820 CHF | 239,820 CHF | 99.91% | 99.91% |
19/11/2024 | 0.83% | 95.09 % | 95.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,664 CHF | 240,664 CHF | 99.92% | 99.92% |
18/11/2024 | 0.83% | 96.06 % | 96.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,051 CHF | 242,051 CHF | 100.00% | 100.00% |
15/11/2024 | 0.83% | 95.86 % | 96.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,979 CHF | 241,979 CHF | 100.00% | 100.00% |
14/11/2024 | 0.82% | 96.82 % | 97.62 % | 250,000 | 220,000 | 250,000 | 228,748 | 242,344 CHF | 223,588 CHF | 99.99% | 99.99% |
13/11/2024 | 0.82% | 97.25 % | 98.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,791 CHF | 243,791 CHF | 99.99% | 99.99% |
12/11/2024 | 0.82% | 96.79 % | 97.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,963 CHF | 244,963 CHF | 100.00% | 100.00% |
11/11/2024 | 0.82% | 97.72 % | 98.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,385 CHF | 246,385 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 97.50 % | 98.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,427 CHF | 246,427 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.26 % | 99.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,942 CHF | 247,942 CHF | 99.99% | 99.99% |