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 | 1.77% | 112.06 % | 114.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 280,750 CHF | 285,750 CHF | 100.00% | 100.00% |
19/11/2024 | 1.77% | 111.97 % | 113.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 279,939 CHF | 284,939 CHF | 100.00% | 100.00% |
18/11/2024 | 1.76% | 112.52 % | 114.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 281,038 CHF | 286,038 CHF | 100.00% | 100.00% |
15/11/2024 | 1.76% | 112.42 % | 114.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 281,824 CHF | 286,824 CHF | 100.00% | 100.00% |
14/11/2024 | 1.75% | 113.33 % | 115.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 282,643 CHF | 287,643 CHF | 100.00% | 100.00% |
13/11/2024 | 1.76% | 112.66 % | 114.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 281,940 CHF | 286,940 CHF | 100.00% | 100.00% |
12/11/2024 | 1.75% | 112.94 % | 114.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 283,559 CHF | 288,559 CHF | 100.00% | 100.00% |
11/11/2024 | 1.74% | 114.10 % | 116.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 285,273 CHF | 290,273 CHF | 100.00% | 100.00% |
08/11/2024 | 1.74% | 113.55 % | 115.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 284,077 CHF | 289,077 CHF | 100.00% | 100.00% |
07/11/2024 | 1.73% | 114.27 % | 116.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 285,709 CHF | 290,709 CHF | 100.00% | 100.00% |