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 | 1.22% | 40.75 % | 41.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 102,051 CHF | 103,301 CHF | 99.94% | 99.94% |
19/11/2024 | 1.22% | 40.76 % | 41.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 102,106 CHF | 103,356 CHF | 99.86% | 99.86% |
18/11/2024 | 1.21% | 41.02 % | 41.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 102,449 CHF | 103,699 CHF | 99.99% | 99.99% |
15/11/2024 | 1.21% | 40.94 % | 41.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 102,561 CHF | 103,811 CHF | 100.00% | 100.00% |
14/11/2024 | 1.21% | 41.14 % | 41.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 102,650 CHF | 103,900 CHF | 100.00% | 100.00% |
13/11/2024 | 1.21% | 40.95 % | 41.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 102,442 CHF | 103,692 CHF | 100.00% | 100.00% |
12/11/2024 | 1.21% | 40.96 % | 41.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 102,675 CHF | 103,925 CHF | 100.00% | 100.00% |
11/11/2024 | 1.20% | 41.30 % | 41.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 103,192 CHF | 104,442 CHF | 100.00% | 100.00% |
08/11/2024 | 1.21% | 41.15 % | 41.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 102,968 CHF | 104,218 CHF | 100.00% | 100.00% |
07/11/2024 | 1.20% | 41.33 % | 41.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 103,415 CHF | 104,665 CHF | 99.69% | 99.69% |