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 | 2.00% | 131.45 % | 134.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 329,546 CHF | 336,203 CHF | 100.00% | 100.00% |
19/11/2024 | 2.00% | 131.15 % | 133.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 327,908 CHF | 334,534 CHF | 100.00% | 100.00% |
18/11/2024 | 2.00% | 132.27 % | 134.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 330,090 CHF | 336,757 CHF | 100.00% | 100.00% |
15/11/2024 | 2.00% | 132.04 % | 134.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 331,561 CHF | 338,260 CHF | 100.00% | 100.00% |
14/11/2024 | 2.00% | 133.91 % | 136.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 333,196 CHF | 339,924 CHF | 100.00% | 100.00% |
13/11/2024 | 2.00% | 132.69 % | 135.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 331,806 CHF | 338,508 CHF | 100.00% | 100.00% |
12/11/2024 | 2.00% | 133.06 % | 135.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 335,098 CHF | 341,870 CHF | 100.00% | 100.00% |
11/11/2024 | 2.00% | 135.39 % | 138.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 338,551 CHF | 345,392 CHF | 100.00% | 100.00% |
08/11/2024 | 2.00% | 134.30 % | 137.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 336,127 CHF | 342,916 CHF | 100.00% | 100.00% |
07/11/2024 | 2.00% | 135.72 % | 138.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 339,395 CHF | 346,250 CHF | 100.00% | 100.00% |