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% | 56.63 % | 57.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 141,947 CHF | 143,372 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 56.80 % | 57.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 141,930 CHF | 143,355 CHF | 99.96% | 99.96% |
18/11/2024 | 1.00% | 56.43 % | 57.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 141,117 CHF | 142,542 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 56.48 % | 57.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 141,947 CHF | 143,372 CHF | 100.00% | 100.00% |
14/11/2024 | 1.00% | 57.07 % | 57.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 142,206 CHF | 143,631 CHF | 99.99% | 99.99% |
13/11/2024 | 1.00% | 57.03 % | 57.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 142,863 CHF | 144,294 CHF | 100.00% | 100.00% |
12/11/2024 | 1.00% | 57.12 % | 57.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 143,431 CHF | 144,878 CHF | 100.00% | 100.00% |
11/11/2024 | 1.00% | 57.76 % | 58.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 144,658 CHF | 146,108 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 57.47 % | 58.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 143,883 CHF | 145,333 CHF | 100.00% | 100.00% |
07/11/2024 | 1.00% | 57.71 % | 58.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 144,610 CHF | 146,060 CHF | 99.95% | 99.95% |