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% | 93.47 % | 94.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,926 CHF | 234,926 CHF | 99.99% | 99.99% |
19/11/2024 | 0.86% | 92.18 % | 92.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,192 CHF | 233,192 CHF | 99.73% | 99.73% |
18/11/2024 | 0.85% | 93.21 % | 94.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,056 CHF | 237,056 CHF | 100.00% | 100.00% |
15/11/2024 | 0.82% | 96.52 % | 97.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,506 CHF | 243,506 CHF | 99.99% | 99.99% |
14/11/2024 | 0.85% | 94.32 % | 95.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,514 CHF | 236,514 CHF | 99.98% | 99.98% |
13/11/2024 | 0.84% | 93.97 % | 94.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,930 CHF | 238,930 CHF | 99.95% | 99.95% |
12/11/2024 | 0.84% | 93.03 % | 93.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,361 CHF | 239,361 CHF | 97.74% | 97.74% |
11/11/2024 | 0.83% | 94.73 % | 95.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,490 CHF | 241,490 CHF | 100.00% | 100.00% |