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% | 52.04 % | 52.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 129,891 CHF | 131,194 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 51.43 % | 51.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 128,204 CHF | 129,494 CHF | 100.00% | 100.00% |
18/11/2024 | 1.00% | 51.54 % | 52.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 129,405 CHF | 130,705 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 51.43 % | 51.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 128,870 CHF | 130,168 CHF | 100.00% | 100.00% |
14/11/2024 | 1.00% | 52.07 % | 52.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 130,690 CHF | 132,000 CHF | 100.00% | 100.00% |
13/11/2024 | 1.00% | 52.45 % | 52.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 131,295 CHF | 132,615 CHF | 100.00% | 100.00% |
12/11/2024 | 1.00% | 52.30 % | 52.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 131,012 CHF | 132,327 CHF | 100.00% | 100.00% |
11/11/2024 | 1.00% | 52.52 % | 53.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 132,296 CHF | 133,625 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 54.24 % | 54.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 138,038 CHF | 139,429 CHF | 100.00% | 100.00% |
07/11/2024 | 1.00% | 55.82 % | 56.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 140,134 CHF | 141,542 CHF | 100.00% | 100.00% |