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% | 53.74 % | 54.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 134,251 CHF | 135,601 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 53.26 % | 53.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 132,745 CHF | 134,081 CHF | 100.00% | 100.00% |
18/11/2024 | 1.00% | 53.10 % | 53.63 % | 190,000 | 250,000 | 201,357 | 250,000 | 107,697 CHF | 135,059 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 53.17 % | 53.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 133,243 CHF | 134,579 CHF | 100.00% | 100.00% |
14/11/2024 | 1.00% | 53.40 % | 53.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 134,877 CHF | 136,234 CHF | 100.00% | 100.00% |
13/11/2024 | 1.00% | 54.30 % | 54.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 135,397 CHF | 136,755 CHF | 100.00% | 100.00% |
12/11/2024 | 1.00% | 53.97 % | 54.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 135,231 CHF | 136,589 CHF | 100.00% | 100.00% |
11/11/2024 | 1.00% | 54.24 % | 54.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 136,458 CHF | 137,832 CHF | 99.91% | 99.91% |
08/11/2024 | 1.00% | 55.89 % | 56.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 142,149 CHF | 143,572 CHF | 100.00% | 100.00% |
07/11/2024 | 1.00% | 57.59 % | 58.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 144,388 CHF | 145,839 CHF | 100.00% | 100.00% |