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% | 49.17 % | 49.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 124,007 CHF | 125,257 CHF | 99.94% | 99.94% |
19/11/2024 | 1.01% | 49.37 % | 49.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 123,602 CHF | 124,855 CHF | 99.64% | 99.64% |
18/11/2024 | 1.00% | 50.76 % | 51.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 127,063 CHF | 128,338 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 51.14 % | 51.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 129,124 CHF | 130,421 CHF | 99.97% | 99.97% |
14/11/2024 | 1.00% | 52.85 % | 53.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 130,906 CHF | 132,223 CHF | 100.00% | 100.00% |
13/11/2024 | 1.00% | 51.92 % | 52.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 130,543 CHF | 131,856 CHF | 99.98% | 99.98% |
12/11/2024 | 1.00% | 52.23 % | 52.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 131,961 CHF | 133,287 CHF | 99.93% | 99.93% |
11/11/2024 | 1.00% | 54.55 % | 55.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 135,598 CHF | 136,958 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 53.54 % | 54.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 134,664 CHF | 136,019 CHF | 99.95% | 99.95% |
07/11/2024 | 1.00% | 55.29 % | 55.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 138,495 CHF | 139,891 CHF | 99.97% | 99.97% |