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% | 58.23 % | 58.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 146,260 CHF | 147,732 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 57.40 % | 57.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 142,519 CHF | 143,953 CHF | 100.00% | 100.00% |
18/11/2024 | 1.00% | 57.36 % | 57.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 143,871 CHF | 145,319 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 56.52 % | 57.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 140,620 CHF | 142,029 CHF | 100.00% | 100.00% |
14/11/2024 | 1.00% | 57.30 % | 57.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 144,929 CHF | 146,384 CHF | 100.00% | 100.00% |
13/11/2024 | 1.00% | 57.94 % | 58.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 145,897 CHF | 147,364 CHF | 100.00% | 100.00% |
12/11/2024 | 1.00% | 57.61 % | 58.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 143,828 CHF | 145,276 CHF | 100.00% | 100.00% |
11/11/2024 | 1.00% | 57.59 % | 58.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 145,473 CHF | 146,937 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 59.86 % | 60.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 152,822 CHF | 154,359 CHF | 100.00% | 100.00% |
07/11/2024 | 1.00% | 61.82 % | 62.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 155,935 CHF | 157,500 CHF | 100.00% | 100.00% |