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 | 1.00% | 61.07 % | 61.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 152,901 CHF | 154,437 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 61.10 % | 61.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 152,984 CHF | 154,522 CHF | 99.89% | 99.89% |
18/11/2024 | 1.01% | 61.41 % | 62.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 153,436 CHF | 154,986 CHF | 99.99% | 99.99% |
15/11/2024 | 1.00% | 61.33 % | 61.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 153,586 CHF | 155,136 CHF | 99.99% | 99.99% |
14/11/2024 | 1.00% | 61.56 % | 62.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 153,708 CHF | 155,258 CHF | 100.00% | 100.00% |
13/11/2024 | 1.01% | 61.34 % | 61.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 153,437 CHF | 154,987 CHF | 100.00% | 100.00% |
12/11/2024 | 1.00% | 61.38 % | 62.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 153,744 CHF | 155,294 CHF | 100.00% | 100.00% |
11/11/2024 | 1.00% | 61.79 % | 62.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 154,442 CHF | 155,992 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 61.61 % | 62.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 154,130 CHF | 155,680 CHF | 100.00% | 100.00% |
07/11/2024 | 1.00% | 61.84 % | 62.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 154,717 CHF | 156,267 CHF | 99.68% | 99.68% |