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% | 67.49 % | 68.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 169,438 CHF | 171,140 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 67.08 % | 67.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 167,447 CHF | 169,128 CHF | 100.00% | 100.00% |
18/11/2024 | 1.00% | 67.12 % | 67.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 167,909 CHF | 169,597 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 66.46 % | 67.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 166,453 CHF | 168,128 CHF | 100.00% | 100.00% |
14/11/2024 | 1.00% | 67.24 % | 67.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 168,938 CHF | 170,636 CHF | 100.00% | 100.00% |
13/11/2024 | 1.00% | 67.66 % | 68.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 168,977 CHF | 170,677 CHF | 100.00% | 100.00% |
12/11/2024 | 1.00% | 67.26 % | 67.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 167,764 CHF | 169,450 CHF | 100.00% | 100.00% |
11/11/2024 | 1.00% | 67.06 % | 67.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 168,535 CHF | 170,227 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 68.38 % | 69.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 172,834 CHF | 174,572 CHF | 100.00% | 100.00% |
07/11/2024 | 1.00% | 69.75 % | 70.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 174,859 CHF | 176,615 CHF | 100.00% | 100.00% |