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% | 63.93 % | 64.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 159,587 CHF | 161,187 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 63.50 % | 64.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 158,463 CHF | 160,060 CHF | 100.00% | 100.00% |
18/11/2024 | 1.00% | 63.71 % | 64.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 159,325 CHF | 160,925 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 63.48 % | 64.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 159,134 CHF | 160,734 CHF | 100.00% | 100.00% |
14/11/2024 | 1.00% | 64.18 % | 64.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 160,746 CHF | 162,359 CHF | 100.00% | 100.00% |
13/11/2024 | 1.00% | 64.37 % | 65.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 161,057 CHF | 162,681 CHF | 100.00% | 100.00% |
12/11/2024 | 1.00% | 64.30 % | 64.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 160,968 CHF | 162,587 CHF | 100.00% | 100.00% |
11/11/2024 | 1.00% | 64.59 % | 65.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 161,981 CHF | 163,607 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 65.72 % | 66.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 166,050 CHF | 167,721 CHF | 100.00% | 100.00% |
07/11/2024 | 1.00% | 66.87 % | 67.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 167,530 CHF | 169,209 CHF | 100.00% | 100.00% |