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 | 1.66% | 118.87 % | 120.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 297,895 CHF | 302,895 CHF | 100.00% | 100.00% |
19/11/2024 | 1.67% | 118.63 % | 120.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 296,675 CHF | 301,675 CHF | 100.00% | 100.00% |
18/11/2024 | 1.66% | 119.52 % | 121.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 298,391 CHF | 303,391 CHF | 100.00% | 100.00% |
15/11/2024 | 1.66% | 119.35 % | 121.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 299,585 CHF | 304,585 CHF | 100.00% | 100.00% |
14/11/2024 | 1.65% | 120.77 % | 122.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 300,885 CHF | 305,885 CHF | 100.00% | 100.00% |
13/11/2024 | 1.65% | 119.76 % | 121.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 299,821 CHF | 304,821 CHF | 100.00% | 100.00% |
12/11/2024 | 1.64% | 120.17 % | 122.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 302,368 CHF | 307,368 CHF | 100.00% | 100.00% |
11/11/2024 | 1.63% | 122.02 % | 124.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 305,061 CHF | 310,061 CHF | 100.00% | 100.00% |
08/11/2024 | 1.64% | 121.20 % | 123.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 303,258 CHF | 308,258 CHF | 100.00% | 100.00% |
07/11/2024 | 1.62% | 122.29 % | 124.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 305,762 CHF | 310,762 CHF | 100.00% | 100.00% |