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 | 0.90% | 87.45 % | 88.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,407 CHF | 222,407 CHF | 99.91% | 99.91% |
19/11/2024 | 0.89% | 89.23 % | 90.03 % | 250,000 | 240,000 | 250,000 | 246,333 | 223,877 CHF | 222,577 CHF | 99.77% | 99.77% |
18/11/2024 | 0.88% | 91.27 % | 92.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,250 CHF | 229,250 CHF | 100.00% | 100.00% |
15/11/2024 | 0.88% | 90.39 % | 91.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,148 CHF | 229,148 CHF | 99.99% | 99.99% |
14/11/2024 | 0.88% | 91.51 % | 92.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,784 CHF | 228,784 CHF | 100.00% | 100.00% |
13/11/2024 | 0.89% | 89.25 % | 90.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,491 CHF | 225,491 CHF | 99.82% | 99.82% |
12/11/2024 | 0.89% | 88.92 % | 89.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,612 CHF | 226,612 CHF | 99.99% | 99.99% |
11/11/2024 | 0.87% | 91.88 % | 92.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,545 CHF | 231,545 CHF | 99.99% | 99.99% |
08/11/2024 | 0.87% | 90.82 % | 91.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,937 CHF | 229,937 CHF | 99.87% | 99.87% |
07/11/2024 | 0.86% | 92.34 % | 93.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,963 CHF | 233,963 CHF | 99.99% | 99.99% |